Nuveen ESG Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.19% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 2.78 | |
| 0.2317 | 9.40 | |
| 0.9461 | 267.41 | |
| -0.1564 | -7.17 |
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 EGARCH Analyses on ETFs