Northern Trust Intermedi ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.37% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.5769 | -5.15 | |
| 0.2704 | 4.31 | |
| 0.6776 | 10.33 | |
| 0.1195 | 2.57 |
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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