Franklin FTSE China ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.06% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0939 | 12.08 | |
| 0.2652 | 17.46 | |
| 0.9174 | 145.80 | |
| -0.0402 | -2.70 |
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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