Franklin FTSE Switzerland ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.41% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 9.62 | |
| 0.0139 | 2.00 | |
| 0.8725 | 155.44 | |
| 0.1226 | 8.18 |
Estimation Period:
Feb 8, 2018 to Feb 6, 2026
Feb 8, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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