Northern Trust 2035 Tax- ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.48% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 7.83 | |
| 0.4457 | 3.31 | |
| 0.2748 | 3.82 | |
| -0.3497 | -2.30 |
Estimation Period:
Aug 18, 2025 to Feb 6, 2026
Aug 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Northern Trust 2035 Tax- ETF Analyses
Other GJR-GARCH Analyses on ETFs