Skip to main content
V-Lab

Franklin Ohio Municipal Income ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

4.10%

increased by 0.08%

1 Week

3.74%

decreased by 0.28%

1 Month

3.64%

decreased by 0.38%

Analysis last updated: Saturday, August 15, 2026 at 02:29 AM UTC

Date Range:

from

to

6M ·

All

graph of Franklin Ohio Municipal Income ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 10, 2025 to Aug 14, 2026
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0518
9.32***
α

ARCH

Response to squared shocks

0.2230
2.29**
β

GARCH

Volatility persistence

0.2033
1.79*
ν

DF

Student-t tail thickness

5.3291
1.11

Persistence:

0.203

Half-life:

0 days