Nuveen ESG Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.53% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 6.57 | |
| 0.0065 | 1.74 | |
| 0.9084 | 162.77 | |
| 0.1151 | 8.13 |
Estimation Period:
Sep 28, 2021 to Feb 6, 2026
Sep 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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