Nuveen Enhanced Yield US Aggregate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.81% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 11.63 | |
| 0.0566 | 12.94 | |
| 0.9052 | 217.49 | |
| 0.0594 | 6.14 |
Estimation Period:
Sep 15, 2016 to Feb 13, 2026
Sep 15, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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