Northern Trust Short-Ter ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.63% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0510 | 3.22 | |
| 0.4041 | 1.85 | |
| 0.1238 | 0.46 | |
| -1.1038 | -0.16 |
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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