Franklin FTSE Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.99% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7850 | 8.45 | |
| 0.1128 | 3.43 | |
| 0.8031 | 19.66 | |
| -0.0075 | -2.37 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Franklin FTSE Japan ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs