Franklin FTSE Eurozone ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 2.28 | |
| 0.1213 | 19.71 | |
| 0.8093 | 123.97 | |
| 0.7568 | 15.01 |
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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