Franklin FTSE Taiwan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.75% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1530 | 9.51 | |
| 0.0473 | 4.72 | |
| 0.8005 | 60.97 | |
| 0.1151 | 5.09 |
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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