FlexShares Morningstar US Market Factor Tilt Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.05% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1718 | 6.97 | |
| 0.1327 | 7.44 | |
| 0.8212 | 37.49 | |
| 0.0260 | 2.66 | |
| -0.0336 | -2.70 |
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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