Nuveen ESG Mid-Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.80% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 15.53 | |
| 0.1503 | 26.63 | |
| 0.8156 | 139.02 |
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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