Northern Trust Tax-Exemp ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.80% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 4.18 | |
| 0.1410 | 3.63 | |
| 0.3353 | 2.84 | |
| -0.0457 | -2.12 |
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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