Nuveen ESG Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.61% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 13.43 | |
| 0.0302 | 8.94 | |
| 0.8843 | 251.80 | |
| 0.1446 | 13.79 |
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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