Franklin FTSE Eurozone ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.06% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0427 | 3.13 | |
| 0.7775 | 83.40 | |
| 0.1910 | 9.55 | |
| 0.2261 | 1.63 | |
| 0.2986 | 2.19 | |
| 0.5088 | 2.12 |
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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