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FlexShares US Quality Large Cap Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.33% (-1.52%)
Analysis last updated: Friday, February 13, 2026 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FlexShares US Quality Large Cap Index Fund S0GARCH
paramt-stat
ω1.41372.74
α0.12184.23
β0.768016.30
γ10.67380.53
γ2-0.8858-0.43
γ30.51510.32
γ40.67740.53
γ5-3.4976-2.37
γ65.39133.40
γ7-5.2907-4.74
γ83.65335.12
γ9-1.4184-2.40
γ100.14700.33
Estimation Period:
Sep 24, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts