Northern Trust Tax-Exemp ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.66% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4292 | 3.46 | |
| 0.0856 | 0.63 | |
| 0.4921 | 0.76 | |
| 4.0890 | 1.56 |
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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