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Flexshares Real Assets Allocation Index Fund 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 SGARCH
paramt-stat
ω0.72213.42
α0.10993.38
β0.807716.03
γ1-2.5312-2.51
γ24.47803.18
γ3-3.2788-3.93
γ42.69783.54
γ5-2.6658-2.96
γ62.26852.28
γ7-1.9485-2.41
γ81.92232.06
γ9-2.6047-1.86
Estimation Period:
Nov 24, 2015 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts