Nuveen ESG Mid-Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.32% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 2.14 | |
| 0.1767 | 19.37 | |
| 0.9628 | 345.21 | |
| -0.1290 | -18.72 |
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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