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FlexShares STOXX US ESG Select Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.73% (-1.16%)
Analysis last updated: Wednesday, February 11, 2026 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FlexShares STOXX US ESG Select Index Fund S0GARCH
paramt-stat
ω0.38851.94
α0.15645.61
β0.767121.20
γ1-1.8206-1.26
γ22.50281.23
γ3-1.0070-1.14
γ40.82791.74
γ5-1.3336-2.84
γ61.42763.19
γ7-0.7384-2.51
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts