Northern Trust Tax-Exemp ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.0230 | -4.62 | |
| 0.3237 | 4.55 | |
| 0.7409 | 13.55 | |
| -0.0110 | -0.18 |
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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