Franklin FTSE Brazil ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.90% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7727 | 10.42 | |
| 0.0673 | 15.28 | |
| 0.9679 | 239.35 | |
| 8.8653 | 1.86 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
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