Franklin International Aggregate Bond ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.33% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9228 | 1.73 | |
| 0.1445 | 2.05 | |
| 0.7093 | 5.61 | |
| 0.3153 | 0.30 | |
| -1.1743 | -0.83 | |
| 2.1787 | 3.70 | |
| -2.2507 | -4.82 | |
| 1.2506 | 2.13 | |
| -0.4024 | -0.71 |
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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