Franklin FTSE Saudi Arabia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.92% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8711 | 67.16 | |
| 0.1333 | 12.00 | |
| 1.0219 | 0.06 | |
| 0.1349 | 0.06 | |
| 0.0000 | 0.00 |
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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