FlexShares Morningstar US Market Factor Tilt Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.44% (+5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 17.35 | |
| 0.1306 | 28.26 | |
| 0.8314 | 153.20 |
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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