Nuveen ESG Emerging Markets Eq GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.16% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 13.18 | |
| 0.0065 | 1.59 | |
| 0.8767 | 151.47 | |
| 0.1321 | 9.96 |
Estimation Period:
Jun 12, 2017 to Feb 13, 2026
Jun 12, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen ESG Emerging Markets Eq Analyses
Other GJR-GARCH Analyses on ETFs