Franklin FTSE Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 0.00 | |
| 0.0688 | 84.92 | |
| 0.0000 | 0.02 |
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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