Franklin Disruptive Commerce ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.50% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 6.36 | |
| 0.1458 | 17.77 | |
| 0.9747 | 518.99 | |
| -0.0864 | -10.11 |
Estimation Period:
Feb 27, 2020 to Feb 13, 2026
Feb 27, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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