Franklin FTSE Japan ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.68% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 9.34 | |
| 0.0929 | 15.97 | |
| 0.8524 | 126.33 | |
| 0.5452 | 15.04 |
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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