Franklin FTSE Brazil ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.04% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1249 | 13.00 | |
| 0.0676 | 14.27 | |
| 0.8945 | 160.74 | |
| 0.5245 | 9.29 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Franklin FTSE Brazil ETF Analyses
Other AGARCH Analyses on ETFs