FlexShares Quality Dividend Defensive Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.46% (+7.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 17.29 | |
| 0.0194 | 2.64 | |
| 0.8310 | 140.14 | |
| 0.2347 | 18.28 |
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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