Franklin FTSE Canada ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.35% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2022 | 6.79 | |
| 0.1107 | 20.39 | |
| 0.9643 | 156.06 | |
| 4.9901 | 7.82 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
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