V-Lab
Franklin Ohio Municipal Income ETF GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
3.61%
decreased by 0.72%
1 Week
3.57%
decreased by 0.76%
1 Month
3.56%
decreased by 0.77%
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
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0294 | 4.41*** |
α ARCH Response to squared shocks | 0.1411 | 6.59*** |
β GARCH Volatility persistence | 0.2726 | 2.20** |
Persistence:
0.414
Half-life:
1 days
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