Northern Trust 2055 Ta-E ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.35% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2488 | 1.78 | |
| 0.4774 | 1.90 | |
| 0.0000 | 0.00 | |
| -485.5155 | -1.75 | |
| 1,025.4270 | 2.24 | |
| -1,181.7400 | -3.18 | |
| 970.3462 | 3.57 | |
| -321.4152 | -1.21 |
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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