Franklin FTSE Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.19% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0053 | 0.84 | |
| 0.7340 | 57.12 | |
| 0.2080 | 16.81 | |
| 0.1660 | 0.83 | |
| 0.2825 | 1.11 | |
| 0.6171 | 1.59 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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