Nuveen Small Cap Select ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6255 | 7.72 | |
| 0.0797 | 2.24 | |
| 0.7204 | 6.23 | |
| -1.6588 | -5.53 | |
| 2.4752 | 5.31 | |
| -1.0741 | -3.71 |
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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