Nuveen ESG Large-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.32% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 14.45 | |
| 0.0484 | 2.80 | |
| 0.7781 | 69.07 | |
| 0.2936 | 9.40 |
Estimation Period:
Jun 5, 2019 to Feb 6, 2026
Jun 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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