Franklin FTSE Asia ex Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.32% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 13.09 | |
| 0.0247 | 4.64 | |
| 0.8574 | 129.94 | |
| 0.1275 | 8.80 |
Estimation Period:
Feb 8, 2018 to Feb 6, 2026
Feb 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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