FlexShares Quality Dividend Defensive Index Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.42% (+6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0123 | -3.28 | |
| 0.1828 | 16.61 | |
| 0.9528 | 308.56 | |
| -0.1719 | -24.38 |
Estimation Period:
Dec 19, 2012 to Feb 6, 2026
Dec 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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