Franklin FTSE Taiwan ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.59% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1191 | 8.97 | |
| 0.1121 | 14.37 | |
| 0.7960 | 54.69 | |
| 0.6027 | 11.01 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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