Nuveen Short-Term REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.83% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5979 | 4.94 | |
| 0.0894 | 4.23 | |
| 0.8721 | 33.83 | |
| -0.0161 | -1.14 |
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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