Franklin FTSE France ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9213 | 3.67 | |
| 0.1316 | 3.88 | |
| 0.7569 | 13.61 | |
| -3.4724 | -1.90 | |
| 7.9501 | 2.92 | |
| -8.7742 | -4.40 | |
| 6.7758 | 3.47 | |
| -2.0001 | -1.16 | |
| -3.0323 | -1.86 | |
| 4.3255 | 2.07 |
Estimation Period:
Nov 8, 2017 to Nov 3, 2023
Nov 8, 2017 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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