Nuveen ESG Mid-Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.85% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 13.48 | |
| 0.0352 | 7.81 | |
| 0.8495 | 186.74 | |
| 0.1834 | 12.16 |
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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