FlexShares Morningstar US Market Factor Tilt Index Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.48% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1629 | 8.03 | |
| 0.1153 | 24.11 | |
| 0.9729 | 251.52 | |
| 7.5081 | 4.75 |
Estimation Period:
Sep 22, 2011 to Feb 6, 2026
Sep 22, 2011 to Feb 6, 2026
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