FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 19.59 | |
| 0.0561 | 7.47 | |
| 0.8297 | 174.90 | |
| 0.1606 | 10.78 |
Estimation Period:
Oct 3, 2012 to Feb 6, 2026
Oct 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund Analyses
Other GJR-GARCH Analyses on ETFs