Nuveen Sustainable Core ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.79% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9383 | 3.96 | |
| 0.1218 | 1.98 | |
| 0.7674 | 8.04 | |
| 5.9103 | 1.87 | |
| -11.5684 | -2.19 | |
| 11.4076 | 2.32 |
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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