Nuveen ESG Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.20% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7173 | 7.37 | |
| 0.0985 | 19.18 | |
| 0.9813 | 380.96 | |
| 8.7298 | 3.48 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
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