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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	51
α ARCH Response to squared shocks	0.0395	0.15
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0395	-0.14
λ₁ tau intercept Baseline long-term coefficient	0.0058	0.03
λ₂ forecast adj. Forecast performance sensitivity	0.2340	0.10
λ₃ tau persistence Long-term factor persistence	0.7660	0.09

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Franklin Ohio Municipal Income ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Ohio Municipal Income ETF Analyses