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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 10, 2025 to Aug 14, 2026𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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