Northern Trust Short-Ter ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.63% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -5.0000 | -8.47 | |
| 0.5949 | 11.37 | |
| 0.1595 | 1.64 | |
| -0.0603 | -1.07 |
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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