Nuveen Short-Term REIT ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.02% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0472 | 10.53 | |
| 0.0701 | 57.12 | |
| 0.9957 | 1,944.63 | |
| 2.9775 | 197.17 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
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