Franklin CAN Core Plus BD FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.77% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 7.97 | |
| 0.0312 | 5.52 | |
| 0.9355 | 185.50 | |
| 0.0216 | 1.68 |
Estimation Period:
Jul 8, 2019 to Feb 6, 2026
Jul 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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