Franklin FTSE South Africa ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6782 | 13.06 | |
| 0.0867 | 10.43 | |
| 0.9229 | 142.45 | |
| 7.8066 | 1.62 |
Estimation Period:
Oct 12, 2018 to Nov 3, 2023
Oct 12, 2018 to Nov 3, 2023
Other Franklin FTSE South Africa ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs