Franklin FTSE Italy ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0099 | -0.72 | |
| 0.1280 | 17.07 | |
| 0.8190 | 132.00 | |
| 1.0672 | 14.88 |
Estimation Period:
Nov 17, 2017 to Nov 3, 2023
Nov 17, 2017 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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