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V-Lab

FlexShares US Quality Large Cap Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.52% (+4.46%)
Analysis last updated: Thursday, February 12, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FlexShares US Quality Large Cap Index Fund SGARCH
paramt-stat
ω1.42742.76
α0.12484.32
β0.761216.46
γ10.71150.56
γ2-0.9318-0.44
γ30.50090.30
γ40.76210.59
γ5-3.6250-2.42
γ65.48013.46
γ7-5.2607-4.76
γ83.45844.83
γ9-1.0460-1.46
γ10-0.5599-0.40
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts