Northern Trust 2045 Tax- ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.22% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 1.90 | |
| 0.1135 | 1.89 | |
| 0.7368 | 6.29 | |
| 3.0181 | 1.05 |
Estimation Period:
Aug 18, 2025 to Feb 6, 2026
Aug 18, 2025 to Feb 6, 2026
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