Northern Trust Short-Ter ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.79% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 11.05 | |
| 0.2507 | 2.33 | |
| 0.4488 | 6.41 | |
| 10.3178 | 0.47 |
Estimation Period:
Aug 19, 2025 to Feb 13, 2026
Aug 19, 2025 to Feb 13, 2026
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