Franklin FTSE United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.43% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 7.18 | |
| 0.0101 | 1.81 | |
| 0.8599 | 124.09 | |
| 0.1482 | 7.52 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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