FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.53% (+4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0547 | 7.64 | |
| 0.1497 | 5.60 | |
| 0.7981 | 30.68 | |
| 0.0319 | 2.83 | |
| -0.0599 | -2.61 |
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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