Franklin FTSE Europe ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.18% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9119 | 7.66 | |
| 0.1193 | 4.80 | |
| 0.8246 | 27.04 | |
| -0.0001 | -0.03 |
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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