Franklin FTSE Australia ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.84% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 0.62 | |
| 0.0599 | 5.16 | |
| 0.9769 | 110.84 | |
| -0.1077 | -8.12 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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