Franklin FTSE Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.97% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 15.55 | |
| 0.0402 | 6.31 | |
| 0.8407 | 114.51 | |
| 0.1117 | 5.81 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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