Franklin FTSE Saudi Arabia ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.85% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 1.86 | |
| 0.1348 | 9.50 | |
| 0.9387 | 145.83 | |
| -0.1072 | -8.27 |
Estimation Period:
Oct 11, 2018 to Feb 6, 2026
Oct 11, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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