Northern Trust 2045 Tax- ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.44% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1558 | 3.80 | |
| 0.1247 | 0.89 | |
| 0.4447 | 1.04 | |
| 11.6560 | 1.11 |
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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