Northern Trust 2045 Tax- ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.81% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 7.26 | |
| 0.1855 | 7.14 | |
| 0.5503 | 10.47 | |
| -0.0698 | -3.74 |
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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