Nuveen ESG Large-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.07% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7566 | 6.21 | |
| 0.1719 | 5.84 | |
| 0.7778 | 24.25 | |
| -0.0056 | -1.62 |
Estimation Period:
Jan 11, 2017 to Feb 13, 2026
Jan 11, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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