FlexShares Quality Dividend Dynamic Index Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 11.95 | |
| 0.0276 | 3.18 | |
| 0.8550 | 143.93 | |
| 0.1885 | 14.33 |
Estimation Period:
Dec 25, 2012 to Jun 30, 2023
Dec 25, 2012 to Jun 30, 2023
News Impact Curve
Volatility Forecasts
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