Franklin International Core Dividend Tilt Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.81% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0511 | 5.02 | |
| 0.0854 | 25.39 | |
| 0.9783 | 204.63 | |
| 3.9781 | 12.38 |
Estimation Period:
Jun 3, 2016 to Feb 6, 2026
Jun 3, 2016 to Feb 6, 2026
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