Franklin Ohio Municipal Income ETF MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 8th, 2026
1 Day
4.67%
increased by 0.17%
1 Week
4.69%
increased by 0.19%
1 Month
4.76%
increased by 0.26%
Analysis last updated: Tuesday, July 7, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 0.69 | |
| 0.0816 | 3.11 | |
| 0.9184 | 91.72 |
Estimation Period:
Nov 10, 2025 to Jul 2, 2026
Nov 10, 2025 to Jul 2, 2026
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