FlexShares Morningstar US Market Factor Tilt Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.34% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8221 | 175.33 | |
| 0.2236 | 39.89 | |
| 0.1135 | 0.75 | |
| 0.5019 | 0.75 | |
| 0.3850 | 0.47 |
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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