Nuveen ESG Large-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.77% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7107 | 5.92 | |
| 0.1718 | 5.73 | |
| 0.7748 | 23.53 | |
| -0.0139 | -1.04 |
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
Other Spline-GARCH Analyses on ETFs