FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.82% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8359 | 7.11 | |
| 0.1481 | 6.02 | |
| 0.8089 | 33.71 | |
| -0.0024 | -1.85 |
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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