FlexShares STOXX Global ESG Select Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.23% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 3.98 | |
| 0.0000 | 0.00 | |
| 0.9131 | 231.34 | |
| 0.1112 | 4.67 |
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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