FlexShares Developed Markets ex-US Quality Low Volatility Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.92% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6171 | 8.06 | |
| 0.0999 | 15.51 | |
| 0.9553 | 136.51 | |
| 5.9063 | 4.28 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
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