Franklin FTSE South Africa ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7970 | 6.37 | |
| 0.0887 | 2.53 | |
| 0.8416 | 19.24 | |
| -0.0451 | -1.09 |
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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