Franklin FTSE Brazil ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:24.79% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 8.76 | |
| 0.0267 | 5.89 | |
| 0.9197 | 182.52 | |
| 0.0498 | 4.27 |
Estimation Period:
Nov 6, 2017 to Feb 27, 2026
Nov 6, 2017 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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