Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.17% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 7.11 | |
| 0.0771 | 17.46 | |
| 0.9223 | 225.99 | |
| 0.0443 | 1.67 | |
| 1.8268 | 22.30 |
Estimation Period:
Sep 4, 2014 to Feb 6, 2026
Sep 4, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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