Franklin FTSE China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.49% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2919 | 15.18 | |
| 0.0991 | 7.54 | |
| 0.7671 | 67.84 | |
| 0.0752 | 2.52 |
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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