Franklin FTSE Mexico ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.92% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2012 | 9.41 | |
| 0.0791 | 14.23 | |
| 0.9462 | 105.30 | |
| 4.9762 | 5.24 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
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