FlexShares US Quality Large Cap Index Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.30% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 0.21 | |
| 0.0494 | 2.67 | |
| 0.9535 | 44.37 | |
| -0.1429 | -11.28 |
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Sep 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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