Nuveen Sustainable Core ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.56% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8412 | 52.27 | |
| 0.2639 | 15.49 | |
| 0.6344 | 0.04 | |
| 0.1435 | 0.04 | |
| 0.4404 | 0.03 |
Estimation Period:
Mar 6, 2024 to Feb 6, 2026
Mar 6, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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