Northern Trust 2030 TAX ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.45% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9905 | -5.93 | |
| 0.4809 | 9.85 | |
| 0.7753 | 21.68 | |
| 0.1430 | 3.10 |
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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