Franklin FTSE Italy ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0040 | 1.16 | |
| 0.7430 | 81.97 | |
| 0.2428 | 30.77 | |
| 0.0874 | 1.80 | |
| 0.2266 | 3.64 | |
| 0.7390 | 9.00 |
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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