Northern Trust Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.16% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8151 | 7.78 | |
| 0.1217 | 9.41 | |
| 0.8073 | 42.51 | |
| 0.0034 | 0.10 | |
| 0.0561 | 1.00 | |
| -0.1215 | -2.74 | |
| 0.0374 | 0.79 | |
| 0.1189 | 2.04 | |
| -0.2169 | -3.88 | |
| 0.2214 | 4.26 | |
| -0.1287 | -2.07 | |
| 0.0471 | 0.74 | |
| -0.0897 | -1.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Northern Trust Corp Analyses
Other Spline-GARCH Analyses on Equities