FlexShares Morningstar US Market Factor Tilt Index Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.90% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0024 | -0.41 | |
| 0.1172 | 22.15 | |
| 0.8378 | 142.81 | |
| 0.6955 | 15.66 |
Estimation Period:
Sep 22, 2011 to Feb 6, 2026
Sep 22, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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