Nuveen ESG Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.46% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3008 | 5.95 | |
| 0.1227 | 15.92 | |
| 0.9669 | 162.45 | |
| 7.1168 | 3.29 |
Estimation Period:
Jun 5, 2019 to Feb 13, 2026
Jun 5, 2019 to Feb 13, 2026
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