Nuveen ESG Large-Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.89% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0018 | 0.34 | |
| 0.7450 | 57.30 | |
| 0.2706 | 21.27 | |
| 0.0235 | 3.24 | |
| 0.0662 | 3.19 | |
| 0.9082 | 33.19 |
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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