FlexShares ESG & Climate US Large Cap Core Index Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.64% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 0.17 | |
| 0.0710 | 7.15 | |
| 0.9613 | 109.41 | |
| -0.1801 | -22.70 |
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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