V-Lab: Franklin Resources Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Franklin Resources Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:31.57% (-0.83%)

Analysis last updated: Thursday, April 18, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0191	12.21
$α$	0.1025	35.62
$β$	0.9902	1716.17
$γ$	-0.0428	-17.72

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts