FlexShares ESG & Climate Investment Grade Corporate Core Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.48% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7405 | 9.24 | |
| 0.0670 | 1.52 | |
| 0.4854 | 1.65 | |
| -1.0585 | -4.67 | |
| 1.4003 | 3.86 | |
| -0.7725 | -1.96 |
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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