Franklin FTSE Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.54% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1561 | 8.04 | |
| 0.0732 | 14.08 | |
| 0.9575 | 149.63 | |
| 6.3423 | 2.66 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
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