Franklin FTSE Italy ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7896 | 2.69 | |
| 0.1143 | 3.04 | |
| 0.7504 | 14.00 | |
| -0.3291 | -0.16 | |
| 3.5678 | 1.17 | |
| -6.5878 | -3.00 | |
| 5.0100 | 2.64 | |
| -0.6158 | -0.41 | |
| -3.6612 | -2.82 | |
| 4.0120 | 4.28 |
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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