Nuveen ESG Mid-Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.12% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -1.87 | |
| 0.1163 | 26.17 | |
| 0.8555 | 184.62 | |
| 0.6526 | 23.97 |
Estimation Period:
Dec 21, 2016 to Feb 6, 2026
Dec 21, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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