FlexShares Developed Markets ex-US Quality Low Volatility Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.63% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 6.90 | |
| 0.0002 | 0.07 | |
| 0.9192 | 147.89 | |
| 0.1114 | 7.90 |
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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