Nuveen Short-Term REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.43% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6336 | 5.85 | |
| 0.0900 | 4.32 | |
| 0.8746 | 35.49 | |
| -0.0086 | -2.23 |
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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