Northern Trust 2045 Tax- ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.54% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.0292 | -5.20 | |
| 0.2635 | 5.95 | |
| 0.7262 | 13.67 | |
| 0.1980 | 3.67 |
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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