FlexShares Morningstar Emerging Markets Factor Tilt Index Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.75% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 18.17 | |
| 0.1256 | 27.31 | |
| 0.8148 | 131.16 |
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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