Franklin International Aggregate Bond ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.89% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9523 | 1.71 | |
| 0.1603 | 2.01 | |
| 0.6977 | 5.29 | |
| 0.3065 | 0.28 | |
| -1.1400 | -0.80 | |
| 2.1152 | 3.55 | |
| -2.1351 | -4.81 | |
| 0.9856 | 1.76 | |
| 0.2428 | 0.15 |
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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