Nuveen ESG Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.37% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5908 | 7.14 | |
| 0.1166 | 5.74 | |
| 0.8389 | 35.06 | |
| -0.0121 | -3.61 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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