FlexShares ESG & Climate Developed Markets ex‑US Core Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.81% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7245 | 6.00 | |
| 0.1144 | 1.87 | |
| 0.6878 | 4.87 | |
| -1.1440 | -3.71 | |
| 1.7943 | 3.63 | |
| -1.1422 | -2.07 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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