Northern Trust Tax-Exemp ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.83% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.91 | |
| 0.9288 | 860.00 | |
| 0.1424 | 81.08 | |
| 0.0000 | 0.33 | |
| 0.0811 | 201.65 | |
| 0.0002 | 2.51 |
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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