FlexShares Morningstar Emerging Markets Factor Tilt Index Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.06% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 2.21 | |
| 0.1836 | 26.72 | |
| 0.9549 | 370.41 | |
| -0.0876 | -13.43 |
Estimation Period:
Oct 2, 2012 to Feb 6, 2026
Oct 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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