Franklin Responsibly Sourced Gold ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.97% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1897 | 23.15 | |
| 0.8352 | 130.64 | |
| -0.1520 | -14.76 | |
| 0.1408 | 8.40 | |
| 0.8668 | 9.63 | |
| 0.1332 | 1.44 |
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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