Franklin FTSE South Africa ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8285 | 60.80 | |
| 0.1097 | 10.99 | |
| 1.2835 | 0.06 | |
| 0.6553 | 0.06 | |
| 0.0000 | 0.00 |
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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