Franklin FTSE France ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 6.82 | |
| 0.0088 | 2.03 | |
| 0.9108 | 211.72 | |
| 0.1268 | 10.13 |
Estimation Period:
Nov 8, 2017 to Nov 3, 2023
Nov 8, 2017 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
Other Franklin FTSE France ETF Analyses
Other GJR-GARCH Analyses on ETFs