Franklin High Yield Corporate ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.03% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0750 | 750,100.00 | |
| -0.1500 | -1,500,000.00 | |
| 0.1634 | 1,634,380.00 | |
| 0.3000 | 3,000,040.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 14, 2018 to Feb 13, 2026
Jun 14, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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