FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.98% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0416 | 6.22 | |
| 0.8119 | 157.49 | |
| 0.1591 | 17.01 | |
| 0.2185 | 8.96 | |
| 0.7667 | 48.91 | |
| 0.0000 | 0.00 |
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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