Nuveen Enhanced Yield US Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.15% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 8.12 | |
| 0.0845 | 24.01 | |
| 0.9880 | 687.54 | |
| 8.9270 | 4.03 |
Estimation Period:
Sep 15, 2016 to Feb 13, 2026
Sep 15, 2016 to Feb 13, 2026
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