FlexShares US Quality Large Cap Index Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.96% (+6.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0150 | -0.72 | |
| 0.0966 | 10.91 | |
| 0.8332 | 77.61 | |
| 1.0394 | 7.29 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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