Nuveen ESG Mid-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.70% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2518 | 6.71 | |
| 0.1197 | 21.06 | |
| 0.9709 | 181.95 | |
| 6.9978 | 4.51 |
Estimation Period:
Dec 21, 2016 to Feb 6, 2026
Dec 21, 2016 to Feb 6, 2026
Other Nuveen ESG Mid-Cap Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs