FlexShares US Quality Large Cap Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.33% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4137 | 2.74 | |
| 0.1218 | 4.23 | |
| 0.7680 | 16.30 | |
| 0.6738 | 0.53 | |
| -0.8858 | -0.43 | |
| 0.5151 | 0.32 | |
| 0.6774 | 0.53 | |
| -3.4976 | -2.37 | |
| 5.3913 | 3.40 | |
| -5.2907 | -4.74 | |
| 3.6533 | 5.12 | |
| -1.4184 | -2.40 | |
| 0.1470 | 0.33 |
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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