Northern Trust Short-Ter ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.65% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0671 | 3.56 | |
| 0.4049 | 1.86 | |
| 0.1219 | 0.46 | |
| -0.3950 | -0.19 |
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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