Nuveen Short-Term REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.24% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 2.41 | |
| 0.0832 | 17.05 | |
| 0.9014 | 176.53 | |
| 0.4688 | 9.81 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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