Franklin FTSE Mexico ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.01% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1323 | 10.21 | |
| 0.0880 | 13.10 | |
| 0.8350 | 93.05 | |
| 0.6774 | 8.64 |
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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