Flexshares Real Assets Allocation Index Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7221 | 3.42 | |
| 0.1099 | 3.38 | |
| 0.8077 | 16.03 | |
| -2.5312 | -2.51 | |
| 4.4780 | 3.18 | |
| -3.2788 | -3.93 | |
| 2.6978 | 3.54 | |
| -2.6658 | -2.96 | |
| 2.2685 | 2.28 | |
| -1.9485 | -2.41 | |
| 1.9223 | 2.06 | |
| -2.6047 | -1.86 |
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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