Flexshares Real Assets Allocation Index Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7320 | 3.40 | |
| 0.1145 | 3.39 | |
| 0.8035 | 15.95 | |
| -2.5103 | -2.47 | |
| 4.4323 | 3.12 | |
| -3.2238 | -3.81 | |
| 2.6377 | 3.40 | |
| -2.5942 | -2.81 | |
| 2.1114 | 2.09 | |
| -1.5362 | -2.02 | |
| 0.9753 | 1.53 | |
| -0.2797 | -0.53 |
Estimation Period:
Nov 24, 2015 to Oct 17, 2025
Nov 24, 2015 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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