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	param	t-stat
$ω$	0.0073	5.24
$α$	0.1898	3.29
$β$	0.4486	5.90
$γ$	-0.1105	-1.18

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Northern Trust Tax-Exemp ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.96% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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