Nuveen Small Cap Select ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6336 | 7.86 | |
| 0.0794 | 2.27 | |
| 0.7060 | 5.30 | |
| -1.5650 | -5.27 | |
| 2.2515 | 4.76 | |
| -0.6101 | -1.12 |
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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