Northern Trust 2030 TAX ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.51% (+5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 4.47 | |
| 0.1609 | 5.04 | |
| 0.6214 | 14.25 | |
| -0.0864 | -6.28 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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