Nuveen ESG Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.99% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0102 | -1.09 | |
| 0.1782 | 13.36 | |
| 0.7713 | 62.48 | |
| 0.7972 | 16.33 |
Estimation Period:
Jun 5, 2019 to Feb 6, 2026
Jun 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen ESG Large-Cap ETF Analyses
Other AGARCH Analyses on ETFs