Northern Trust Tax-Exemp ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.86% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3791 | 2.69 | |
| 0.0891 | 0.64 | |
| 0.4881 | 0.77 | |
| 2.3019 | 0.26 |
Estimation Period:
Aug 19, 2025 to Feb 6, 2026
Aug 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Northern Trust Tax-Exemp ETF Analyses
Other Spline-GARCH Analyses on ETFs