Franklin FTSE Italy ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7872 | 2.70 | |
| 0.1145 | 3.02 | |
| 0.7483 | 13.90 | |
| -0.3305 | -0.16 | |
| 3.5704 | 1.17 | |
| -6.5880 | -3.01 | |
| 4.9926 | 2.62 | |
| -0.5465 | -0.36 | |
| -3.8548 | -2.60 | |
| 4.5790 | 2.40 |
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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