Franklin FTSE Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8299 | 5.71 | |
| 0.0921 | 2.85 | |
| 0.8482 | 21.17 | |
| -0.0006 | -0.13 |
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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