FlexShares US Quality Low Volatility Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.79% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 10.66 | |
| 0.0386 | 2.54 | |
| 0.8344 | 80.87 | |
| 0.1976 | 9.40 |
Estimation Period:
Jul 16, 2019 to Feb 13, 2026
Jul 16, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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