Franklin International Aggregate Bond ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.61% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,830.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,499,860.00 | |
| 0.0198 | 197,630.00 | |
| 0.0000 | 100.00 | |
| 0.0480 | 480,010.00 |
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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