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

Volatility prediction for Wednesday, September 30th, 2026

1 Day

5.34%

decreased by 2.82%

1 Week

4.43%

decreased by 3.73%

1 Month

4.16%

decreased by 4.00%

Analysis last updated: Tuesday, September 29, 2026 at 09:45 PM UTC

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Date Range:

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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 Sep 25, 2026
𝑓

GAS-GARCH-T Model

Tap to view equation

ParamValuet-stat
ωconst0.0658
2.26**
αARCH0.2200
0.73
βGARCH0.2157
0.47
νDF4.2539
0.46

0.216

Persistence

0d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0658
2.26**
α

ARCH

Response to squared shocks

0.2200
0.73
β

GARCH

Volatility persistence

0.2157
0.47
ν

DF

Student-t tail thickness

4.2539
0.46

Persistence:

0.216

Half-life:

0 days