FlexShares STOXX Global ESG Select Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7257 | 3.03 | |
| 0.0981 | 4.08 | |
| 0.8187 | 22.89 | |
| 1.5101 | 1.45 | |
| -2.3177 | -1.51 | |
| 2.1756 | 1.70 | |
| -3.6217 | -2.04 | |
| 4.3939 | 2.59 | |
| -3.8061 | -3.43 | |
| 2.4029 | 3.15 | |
| -0.7560 | -0.91 | |
| -0.2324 | -0.16 |
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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