Franklin FTSE South Africa ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1075 | 5.41 | |
| 0.0068 | 1.38 | |
| 0.9209 | 155.56 | |
| 0.0807 | 5.01 |
Estimation Period:
Oct 12, 2018 to Nov 3, 2023
Oct 12, 2018 to Nov 3, 2023
News Impact Curve
Volatility Forecasts
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