Franklin FTSE Canada ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.25% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 10.60 | |
| 0.0037 | 0.60 | |
| 0.8718 | 185.48 | |
| 0.1824 | 12.13 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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