FlexShares Developed Markets ex-US Quality Low Volatility Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.84% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4989 | 2.45 | |
| 0.1055 | 3.37 | |
| 0.7874 | 17.68 | |
| -1.6567 | -1.95 | |
| 2.6000 | 2.27 | |
| -1.8072 | -3.35 | |
| 1.7405 | 2.97 | |
| -2.1837 | -1.99 |
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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