FlexShares Ultra-Short Income GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.41% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.0467 | 8.40 | |
| 0.9328 | 305.93 | |
| 0.0410 | 4.55 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FlexShares Ultra-Short Income Analyses
Other GJR-GARCH Analyses on ETFs