Franklin FTSE Canada ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.36% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2542 | 3.30 | |
| 0.1271 | 4.39 | |
| 0.8115 | 27.01 | |
| 0.3025 | 2.68 | |
| -0.4406 | -2.91 | |
| 0.1772 | 2.53 |
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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