Franklin FTSE Japan Hedged ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.55% (+8.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0131 | 6.75 | |
| 0.1277 | 3.20 | |
| 0.7402 | 12.46 | |
| 0.0225 | 1.75 |
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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