Franklin FTSE Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (+7.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8284 | 7.15 | |
| 0.1117 | 3.45 | |
| 0.8079 | 20.33 | |
| 0.0019 | 0.15 |
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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