Franklin FTSE Japan Hedged ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.06% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1734 | 14.44 | |
| 0.1245 | 12.01 | |
| 0.7469 | 48.46 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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