Nuveen Small Cap Select ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2893 | 10.06 | |
| 0.0000 | 0.00 | |
| -0.0524 | -1.55 | |
| 0.1941 | 0.52 | |
| 0.1701 | 0.58 | |
| 0.7341 | 1.61 |
Estimation Period:
Aug 5, 2021 to Jun 20, 2025
Aug 5, 2021 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other Nuveen Small Cap Select ETF Analyses
Other MF2-GARCH Analyses on ETFs