Franklin FTSE Japan ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.36% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 2.32 | |
| 0.1607 | 17.03 | |
| 0.9542 | 275.93 | |
| -0.0972 | -11.42 |
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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