Franklin FTSE Eurozone ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.21% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0033 | 4.57 | |
| 0.1282 | 4.24 | |
| 0.7891 | 20.46 | |
| 0.0026 | 0.48 |
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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