Northern Trust 2030 TAX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.31% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 7.56 | |
| 0.7045 | 3.95 | |
| 0.5076 | 10.69 | |
| -0.4701 | -2.39 |
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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