Franklin International Aggregate Bond ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.49% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.52 | |
| 0.1969 | 7.03 | |
| 0.7295 | 30.03 | |
| -0.0520 | -1.28 |
Estimation Period:
Jun 14, 2018 to Feb 6, 2026
Jun 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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