Nuveen ESG Large-Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.76% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 15.58 | |
| 0.1727 | 23.14 | |
| 0.7810 | 103.62 |
Estimation Period:
Jan 11, 2017 to Feb 6, 2026
Jan 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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