Franklin FTSE Mexico ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.70% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1579 | 12.46 | |
| 0.0335 | 3.58 | |
| 0.8498 | 88.77 | |
| 0.0866 | 4.23 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Franklin FTSE Mexico ETF Analyses
Other GJR-GARCH Analyses on ETFs