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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0520	7.86***
α ARCH Response to squared shocks	0.2197	2.10**
β GARCH Volatility persistence	0.2445	2.14**
ν DF Student-t tail thickness	5.1175	1.05

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Ohio Municipal Income ETF Analyses