Franklin FTSE United Kingdom ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.59% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9605 | 2.46 | |
| 0.1050 | 4.24 | |
| 0.7702 | 15.87 | |
| -0.5668 | -0.72 | |
| 2.2507 | 2.16 | |
| -3.7596 | -4.84 | |
| 3.7692 | 4.70 | |
| -2.9704 | -3.80 | |
| 1.7210 | 2.40 | |
| 0.1541 | 0.17 | |
| -2.4981 | -0.98 |
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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