FlexShares STOXX US ESG Select Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.73% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3885 | 1.94 | |
| 0.1564 | 5.61 | |
| 0.7671 | 21.20 | |
| -1.8206 | -1.26 | |
| 2.5028 | 1.23 | |
| -1.0070 | -1.14 | |
| 0.8279 | 1.74 | |
| -1.3336 | -2.84 | |
| 1.4276 | 3.19 | |
| -0.7384 | -2.51 |
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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