Nuveen ESG Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.44% (+5.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5718 | 5.47 | |
| 0.1164 | 5.69 | |
| 0.8372 | 34.36 | |
| -0.0162 | -1.18 |
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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