Franklin Disruptive Commerce ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.78% (+10.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8735 | 175.27 | |
| 0.1503 | 36.81 | |
| 0.1418 | 2.22 | |
| 0.1403 | 3.07 | |
| 0.7945 | 11.01 |
Estimation Period:
Feb 27, 2020 to Feb 6, 2026
Feb 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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