Franklin FTSE Brazil ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.33% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9847 | 8.21 | |
| 0.0667 | 2.67 | |
| 0.8846 | 25.98 | |
| -0.0092 | -0.61 |
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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