Northern Trust Intermedi ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.44% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 6.60 | |
| 0.2228 | 3.83 | |
| 0.4272 | 5.95 | |
| -0.2228 | -3.26 |
Estimation Period:
Aug 19, 2025 to Feb 13, 2026
Aug 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Northern Trust Intermedi ETF Analyses
Other GJR-GARCH Analyses on ETFs