Northern Trust 2035 Tax- ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.38% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 5.24 | |
| 0.1859 | 2.01 | |
| 0.6200 | 8.63 | |
| 5.0514 | 0.77 |
Estimation Period:
Aug 18, 2025 to Feb 6, 2026
Aug 18, 2025 to Feb 6, 2026
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