FlexShares US Quality Large Cap Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.97% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 6.17 | |
| 0.0167 | 1.68 | |
| 0.8838 | 105.67 | |
| 0.1054 | 4.23 |
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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