FlexShares STOXX US ESG Select Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0145 | 3.94 | |
| 0.6960 | 50.93 | |
| 0.2732 | 24.57 | |
| 0.1018 | 2.55 | |
| 0.2714 | 2.52 | |
| 0.6325 | 4.42 |
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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