Franklin FTSE South Korea ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.49% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2325 | 18.39 | |
| 0.0775 | 10.55 | |
| 0.7688 | 90.34 | |
| 0.1153 | 5.99 |
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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