Nuveen Small Cap Select ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 0.60 | |
| 0.0328 | 4.50 | |
| 0.9805 | 119.08 | |
| -0.0877 | -11.99 |
Estimation Period:
Aug 5, 2021 to Jun 20, 2025
Aug 5, 2021 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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