Nuveen Short-Term REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.85% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 10.41 | |
| 0.0378 | 7.21 | |
| 0.9039 | 194.54 | |
| 0.0870 | 8.65 |
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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