FlexShares ESG & Climate US Large Cap Core Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.51% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 8.02 | |
| 0.0986 | 11.93 | |
| 0.8729 | 103.95 |
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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