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V-Lab

FlexShares STOXX US ESG Select Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.54% (-1.25%)
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 SGARCH
paramt-stat
ω0.38231.96
α0.15655.67
β0.763421.17
γ1-1.8217-1.27
γ22.51231.25
γ3-1.0407-1.19
γ40.90481.92
γ5-1.4885-3.11
γ61.74253.32
γ7-1.4605-1.77
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts