Franklin Emerging Market Core Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.59% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0127 | 14.19 | |
| 0.0942 | 15.36 | |
| 0.9412 | 203.91 | |
| 7.2512 | 3.36 |
Estimation Period:
Jun 3, 2016 to Feb 6, 2026
Jun 3, 2016 to Feb 6, 2026
Other Franklin Emerging Market Core Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs