Franklin FTSE Eurozone ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.68% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0453 | 4.20 | |
| 0.1280 | 4.26 | |
| 0.7915 | 20.64 | |
| 0.0109 | 0.74 |
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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