Franklin FTSE Taiwan ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.10% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 5.34 | |
| 0.1231 | 7.19 | |
| 0.9211 | 127.52 | |
| -0.1003 | -10.43 |
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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