Franklin FTSE Japan Hedged ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.42% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0795 | 7.14 | |
| 0.1272 | 14.26 | |
| 0.7504 | 71.58 | |
| 0.8951 | 14.91 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Franklin FTSE Japan Hedged ETF Analyses
Other AGARCH Analyses on ETFs