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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0103	6.32***
α ARCH Response to squared shocks	0.1951	8.26***
β GARCH Volatility persistence	0.4462	10.20***
γ leverage Additional response to negative shocks	0.2297	10.31***

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Franklin Ohio Municipal Income ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Ohio Municipal Income ETF Analyses