Franklin FTSE Japan Hedged ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1,039.40% (-148.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 180.1817 | 6.87 | |
| 0.1119 | 116.00 | |
| 0.9990 | 6,660.00 | |
| 2.0002 | 2,000,239.00 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
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