Northern Trust Intermedi ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.57% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 17.48 | |
| 0.1630 | 3.80 | |
| 0.6757 | 13.09 | |
| 22.2954 | 0.13 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
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