Franklin FTSE Australia ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 9.56 | |
| 0.0929 | 12.01 | |
| 0.8488 | 93.92 |
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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