Nuveen ESG Mid-Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.54% (-4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0294 | 294,220.00 | |
| -0.0588 | -588,240.00 | |
| 1.1180 | 11,179,620.00 | |
| 0.1322 | 1,322,310.00 | |
| 0.0000 | 100.00 |
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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