Franklin FTSE India ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.03% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0850 | 11.43 | |
| 0.0632 | 3.41 | |
| 0.8133 | 61.73 | |
| 0.1175 | 4.14 |
Estimation Period:
Feb 8, 2018 to Feb 6, 2026
Feb 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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