Nuveen ESG Mid-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6510 | 7.03 | |
| 0.1528 | 6.35 | |
| 0.7954 | 28.26 | |
| -0.0086 | -2.47 |
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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