Franklin Disruptive Commerce ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.35% (+7.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5365 | 6.52 | |
| 0.0925 | 4.81 | |
| 0.8728 | 34.81 | |
| 0.0646 | 1.66 |
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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