Northern Trust Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.54% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7460 | 4.84 | |
| 0.0784 | 33.32 | |
| 0.9864 | 332.12 | |
| 5.0049 | 9.72 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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