FlexShares US Quality Low Volatility Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.98% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8627 | 4.13 | |
| 0.1434 | 4.10 | |
| 0.8179 | 22.85 | |
| -0.0330 | -1.24 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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