Northern Trust 2055 Ta-E ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.98% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5485 | -6.23 | |
| -0.3593 | -4.20 | |
| 0.7757 | 10.83 | |
| 0.5587 | 4.02 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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