FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.42% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 5.30 | |
| 0.1263 | 22.21 | |
| 0.8324 | 166.69 | |
| 0.4815 | 16.81 |
Estimation Period:
Oct 3, 2012 to Feb 6, 2026
Oct 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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