Northern Trust 2035 Tax- ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.73% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.1151 | -5.76 | |
| 0.4344 | 9.54 | |
| 0.5368 | 6.65 | |
| 0.2443 | 6.10 |
Estimation Period:
Aug 18, 2025 to Feb 6, 2026
Aug 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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