FlexShares Morningstar Emerging Markets Factor Tilt Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.92% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9055 | 11.27 | |
| 0.1255 | 6.65 | |
| 0.8142 | 32.36 | |
| -0.0009 | -0.99 |
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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