Nuveen ESG Large-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.27% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9481 | 8.24 | |
| 0.1312 | 21.73 | |
| 0.9623 | 182.05 | |
| 7.1435 | 4.23 |
Estimation Period:
Jan 11, 2017 to Feb 13, 2026
Jan 11, 2017 to Feb 13, 2026
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