FlexShares ESG & Climate US Large Cap Core Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.02% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7505 | 5.04 | |
| 0.0930 | 2.07 | |
| 0.8163 | 11.65 | |
| -1.4971 | -4.22 | |
| 2.4709 | 4.39 | |
| -1.7829 | -2.49 |
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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