Northern Trust 2045 Tax- ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.51% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 6.49 | |
| 0.2525 | 2.58 | |
| 0.4943 | 6.71 | |
| -0.1984 | -1.93 |
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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