Franklin FTSE Brazil ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.69% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1041 | 8.90 | |
| 0.0277 | 6.00 | |
| 0.9190 | 180.62 | |
| 0.0489 | 4.16 |
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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