Flexshares Trust-Flexshares Disciplined Duration Mbs Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:-0.00% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.5505 | 5,505,360.00 | |
| 0.1995 | 1,994,640.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1800 | 31.61 | |
| 0.8731 | 24.69 | |
| 0.0000 | 0.00 |
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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