Franklin FTSE Eurozone ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.57% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 1.62 | |
| 0.1594 | 5.63 | |
| 0.9181 | 134.54 | |
| -0.1100 | -3.70 |
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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