Franklin FTSE Saudi Arabia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.41% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 8.27 | |
| 0.0021 | 0.57 | |
| 0.8706 | 92.13 | |
| 0.1310 | 6.46 |
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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