Franklin FTSE Japan Hedged ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (+8.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8907 | 7.36 | |
| 0.1232 | 3.03 | |
| 0.7455 | 12.34 | |
| -0.0015 | -0.37 |
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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