FlexShares STOXX US ESG Select Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.91% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 11.23 | |
| 0.0599 | 3.25 | |
| 0.7790 | 84.53 | |
| 0.2141 | 7.84 |
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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