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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0225	8.24***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4127	6.63***
γ leverage Additional response to negative shocks	0.2672	4.07***

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Franklin Ohio Municipal Income ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Ohio Municipal Income ETF Analyses