Franklin FTSE Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.21% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 5.03 | |
| 0.0090 | 2.03 | |
| 0.9021 | 128.25 | |
| 0.1030 | 5.89 |
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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