Franklin Disruptive Commerce ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.46% (+7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3905 | 6.91 | |
| 0.0915 | 4.72 | |
| 0.8737 | 35.30 | |
| 0.0276 | 3.01 |
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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