Northern Trust Tax-Exemp ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 6.57 | |
| 0.1797 | 4.19 | |
| 0.4687 | 6.60 |
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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