Franklin Responsibly Sourced Gold ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.39% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0568 | 5.20 | |
| 0.1089 | 2.95 | |
| 0.8238 | 15.91 | |
| 0.2730 | 2.38 |
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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