Nuveen International Responsible Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.17% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 17.33 | |
| 0.0640 | 6.67 | |
| 0.8484 | 169.89 | |
| 0.1324 | 8.90 |
Estimation Period:
Aug 7, 2015 to Feb 6, 2026
Aug 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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