Northern Trust Tax-Exemp ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.06% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 7.21 | |
| 0.1537 | 2.40 | |
| 0.6574 | 13.22 | |
| 6.4207 | 0.60 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
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