Northern Trust 2055 Ta-E ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.17% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2485 | 1.78 | |
| 0.4764 | 1.89 | |
| 0.0000 | 0.00 | |
| -489.0606 | -1.77 | |
| 1,035.6770 | 2.26 | |
| -1,204.1440 | -3.26 | |
| 1,017.4630 | 3.94 | |
| -409.0221 | -3.70 |
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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