Franklin U.S. Large Cap Multifactor Index ETF Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.44% (+5.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 12.70 | |
| 0.1436 | 23.47 | |
| 0.8307 | 134.40 |
Estimation Period:
Jun 26, 2017 to Feb 6, 2026
Jun 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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