Franklin FTSE Japan Hedged ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.08% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1799 | 17.26 | |
| 0.0498 | 2.26 | |
| 0.7354 | 53.32 | |
| 0.1707 | 5.51 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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