Franklin Responsibly Sourced Gold ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.84% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 8.03 | |
| 0.1865 | 5.71 | |
| 0.8440 | 89.20 | |
| -0.1455 | -3.85 |
Estimation Period:
Jun 30, 2022 to Feb 6, 2026
Jun 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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