FlexShares Developed Markets ex-US Quality Low Volatility Index Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.11% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0121 | -2.46 | |
| 0.1127 | 12.65 | |
| 0.9651 | 220.90 | |
| -0.1202 | -11.12 |
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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