Franklin FTSE Italy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 5.07 | |
| 0.0029 | 0.86 | |
| 0.9260 | 183.04 | |
| 0.1124 | 9.07 |
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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