V-Lab
Franklin Ohio Municipal Income ETF Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
3.66%
decreased by 0.19%
1 Week
3.73%
decreased by 0.12%
1 Month
3.97%
increased by 0.12%
Analysis last updated: Wednesday, August 19, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 10, 2025 to Aug 14, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 457 trading days (~1.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 180% more than positive returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0010 | 4.83*** |
α ARCH Response to squared shocks | 0.0650 | 4.85*** |
β GARCH Volatility persistence | 0.8748 | 68.44*** |
γ leverage Additional response to negative shocks | 0.1173 | 2.40** |
Persistence:
0.998
Half-life:
457 days
Other Franklin Ohio Municipal Income ETF Analyses
Other Asy. MEM Analyses on ETFs