Northern Trust 2030 TAX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.47% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 4.49 | |
| 0.2402 | 4.80 | |
| 0.8375 | 32.13 | |
| 4.6269 | 2.27 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
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