FlexShares STOXX US ESG Select Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.42% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3344 | 7.22 | |
| 0.1007 | 65.94 | |
| 0.9912 | 763.01 | |
| 3.0553 | 93.15 |
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Jul 14, 2016 to Feb 6, 2026
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