Franklin FTSE Saudi Arabia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.45% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0545 | 5.26 | |
| 0.0954 | 2.04 | |
| 0.8344 | 13.64 | |
| 0.0061 | 0.25 |
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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