Nuveen ESG Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.44% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 2.97 | |
| 0.1587 | 23.60 | |
| 0.9775 | 506.50 | |
| -0.1156 | -20.42 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen ESG Small-Cap ETF Analyses
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