Nuveen Sustainable Core ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.67% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8924 | 3.71 | |
| 0.1286 | 2.09 | |
| 0.7613 | 8.15 | |
| 4.4254 | 1.48 | |
| -8.2960 | -1.74 | |
| 5.4191 | 1.90 |
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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