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V-Lab

FlexShares STOXX Global ESG Select Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+4.90%)
Analysis last updated: Friday, February 6, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FlexShares STOXX Global ESG Select Index Fund SGARCH
paramt-stat
ω0.72573.03
α0.09814.08
β0.818722.89
γ11.51011.45
γ2-2.3177-1.51
γ32.17561.70
γ4-3.6217-2.04
γ54.39392.59
γ6-3.8061-3.43
γ72.40293.15
γ8-0.7560-0.91
γ9-0.2324-0.16
Estimation Period:
Jul 14, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts