Franklin Disruptive Commerce ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.32% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 9.77 | |
| 0.0188 | 2.75 | |
| 0.9073 | 209.45 | |
| 0.1072 | 8.65 |
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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