FlexShares STOXX US ESG Select Index Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.59% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 2.98 | |
| 0.2870 | 8.49 | |
| 0.8940 | 117.66 | |
| -0.1370 | -5.37 |
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Jul 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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