Nuveen Small Cap Select ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0824 | 4.29 | |
| 0.0000 | 0.00 | |
| 0.9122 | 130.61 | |
| 0.0952 | 4.82 |
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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