Franklin FTSE Japan Hedged ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.34% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0686 | 4.33 | |
| 0.6950 | 59.86 | |
| 0.1864 | 9.29 | |
| 0.7331 | 1.25 | |
| 0.4991 | 1.55 | |
| 0.0000 | 0.00 |
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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