Northern Trust Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.15% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8429 | 7.82 | |
| 0.1234 | 9.31 | |
| 0.8085 | 44.08 | |
| 0.0324 | 1.42 | |
| -0.0164 | -0.47 | |
| -0.0781 | -2.75 | |
| 0.1285 | 4.04 | |
| -0.1303 | -4.34 | |
| 0.1266 | 4.99 | |
| -0.0918 | -4.22 | |
| 0.0303 | 1.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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