FlexShares US Quality Large Cap Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.96% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5784 | 6.92 | |
| 0.1128 | 91.00 | |
| 0.9929 | 983.10 | |
| 2.1310 | 1,115.70 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
Other FlexShares US Quality Large Cap Index Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs