Franklin FTSE Japan ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (+7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 16.53 | |
| 0.1098 | 14.44 | |
| 0.8236 | 94.23 |
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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