Northern Trust 2045 Tax- ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.74% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1414 | 1.34 | |
| 0.0000 | 0.00 | |
| 0.2631 | 0.20 | |
| -1,252.1750 | -3.76 | |
| 1,696.3420 | 3.84 | |
| -595.4156 | -1.81 | |
| 73.5687 | 0.18 | |
| 320.2304 | 1.08 | |
| -356.2972 | -2.65 |
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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