Franklin FTSE Canada ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.19% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 0.61 | |
| 0.1010 | 14.37 | |
| 0.9692 | 173.48 | |
| -0.1563 | -19.13 |
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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