FlexShares International Quality Dividend Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.65% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 18.68 | |
| 0.0625 | 7.04 | |
| 0.8315 | 161.93 | |
| 0.1381 | 8.54 |
Estimation Period:
Apr 16, 2013 to Feb 6, 2026
Apr 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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