Franklin FTSE Europe ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.08% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 3.06 | |
| 0.1039 | 20.75 | |
| 0.8436 | 154.99 | |
| 0.7193 | 18.90 |
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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