FlexShares US Quality Low Volatility Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.51% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7838 | 8.62 | |
| 0.1180 | 23.12 | |
| 0.9704 | 245.49 | |
| 6.6788 | 6.05 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
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