Franklin FTSE Saudi Arabia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.00% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2480 | 5.79 | |
| 0.0813 | 13.39 | |
| 0.9450 | 85.47 | |
| 3.8525 | 5.48 |
Estimation Period:
Oct 11, 2018 to Feb 6, 2026
Oct 11, 2018 to Feb 6, 2026
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