Franklin Disruptive Commerce ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.15% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.5881 | 8.05 | |
| 0.0889 | 30.90 | |
| 0.9980 | 3,682.77 | |
| 8.4670 | 5.41 |
Estimation Period:
Feb 27, 2020 to Feb 13, 2026
Feb 27, 2020 to Feb 13, 2026
Other Franklin Disruptive Commerce ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs