Nuveen ESG Large-Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.19% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -0.28 | |
| 0.2138 | 17.92 | |
| 0.9558 | 287.27 | |
| -0.1514 | -21.80 |
Estimation Period:
Jan 11, 2017 to Feb 6, 2026
Jan 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen ESG Large-Cap Value ETF Analyses
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