Nuveen ESG Large-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.92% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.00 | |
| 0.6510 | 41.81 | |
| 0.3618 | 24.44 | |
| 0.0442 | 1.56 | |
| 0.1195 | 1.91 | |
| 0.8468 | 9.94 |
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 MF2-GARCH Analyses on ETFs