Franklin FTSE Switzerland ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.69% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6128 | 1.68 | |
| 0.0884 | 3.29 | |
| 0.7886 | 14.50 | |
| -2.2943 | -1.03 | |
| 4.1237 | 1.39 | |
| -3.6645 | -3.16 | |
| 3.8054 | 4.61 | |
| -3.8832 | -5.33 | |
| 2.9649 | 4.26 | |
| -0.9434 | -1.24 | |
| -1.4067 | -0.83 |
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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