FlexShares US Quality Large Cap Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.52% (+4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4274 | 2.76 | |
| 0.1248 | 4.32 | |
| 0.7612 | 16.46 | |
| 0.7115 | 0.56 | |
| -0.9318 | -0.44 | |
| 0.5009 | 0.30 | |
| 0.7621 | 0.59 | |
| -3.6250 | -2.42 | |
| 5.4801 | 3.46 | |
| -5.2607 | -4.76 | |
| 3.4584 | 4.83 | |
| -1.0460 | -1.46 | |
| -0.5599 | -0.40 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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