Franklin FTSE Mexico ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.74% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 5.22 | |
| 0.1089 | 9.95 | |
| 0.9496 | 200.72 | |
| -0.0879 | -8.81 |
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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