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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0328	0.82
αARCH	0.1211	2.40**
βGARCH	0.8219	13.08***
γleverage	0.3606	1.51
δpower	0.5000	1.10

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0328	0.82
α ARCH Response to squared shocks	0.1211	2.40**
β GARCH Volatility persistence	0.8219	13.08***
γ leverage Additional response to negative shocks	0.3606	1.51
δ power Transformation power	0.5000	1.10

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Franklin Ohio Municipal Income ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Ohio Municipal Income ETF Analyses