Franklin FTSE Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.28% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1205 | 5.35 | |
| 0.0828 | 42.77 | |
| 0.9897 | 452.34 | |
| 3.3515 | 43.40 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
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