FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.78% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -0.43 | |
| 0.2123 | 21.02 | |
| 0.9619 | 413.70 | |
| -0.1150 | -14.44 |
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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