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Flexshares Real Assets Allocation Index Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, October 20, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Flexshares Real Assets Allocation Index Fund S0GARCH
paramt-stat
ω0.73203.40
α0.11453.39
β0.803515.95
γ1-2.5103-2.47
γ24.43233.12
γ3-3.2238-3.81
γ42.63773.40
γ5-2.5942-2.81
γ62.11142.09
γ7-1.5362-2.02
γ80.97531.53
γ9-0.2797-0.53
Estimation Period:
Nov 24, 2015 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts