Nuveen ESG Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.63% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 15.18 | |
| 0.1069 | 22.45 | |
| 0.8780 | 184.95 |
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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