Franklin FTSE Canada ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.85% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2691 | 3.32 | |
| 0.1263 | 4.38 | |
| 0.8127 | 27.31 | |
| 0.3207 | 2.79 | |
| -0.4848 | -2.93 | |
| 0.2663 | 1.31 |
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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