Nuveen Short-Term REIT ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.14% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 6.41 | |
| 0.1445 | 10.19 | |
| 0.9646 | 325.98 | |
| -0.0734 | -7.03 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Short-Term REIT ETF Analyses
Other EGARCH Analyses on ETFs