FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.52% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 21.19 | |
| 0.1476 | 23.18 | |
| 0.8135 | 137.04 |
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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