Franklin FTSE Saudi Arabia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0554 | 6.16 | |
| 0.0954 | 2.07 | |
| 0.8345 | 13.70 | |
| 0.0063 | 1.21 |
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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