Northern Trust Short-Ter ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.76% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.05 | |
| 0.3549 | 5.58 | |
| 0.0000 | 0.00 | |
| 0.1124 | 0.74 |
Estimation Period:
Aug 19, 2025 to Feb 13, 2026
Aug 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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