FlexShares STOXX US ESG Select Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.54% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3823 | 1.96 | |
| 0.1565 | 5.67 | |
| 0.7634 | 21.17 | |
| -1.8217 | -1.27 | |
| 2.5123 | 1.25 | |
| -1.0407 | -1.19 | |
| 0.9048 | 1.92 | |
| -1.4885 | -3.11 | |
| 1.7425 | 3.32 | |
| -1.4605 | -1.77 |
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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