Northern Trust 2030 TAX ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.64% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7537 | 2.49 | |
| 0.3849 | 1.38 | |
| 0.4764 | 1.76 | |
| -4.9267 | -1.01 |
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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