Nuveen ESG Mid-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.51% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5906 | 5.75 | |
| 0.1508 | 6.16 | |
| 0.7917 | 26.24 | |
| -0.0211 | -1.54 |
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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