Franklin FTSE Germany ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.29% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 6.71 | |
| 0.0100 | 2.22 | |
| 0.9141 | 204.32 | |
| 0.1006 | 7.81 |
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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