Franklin U.S. Large Cap Multifactor Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.80% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0196 | 6.46 | |
| 0.1247 | 22.37 | |
| 0.9749 | 233.73 | |
| 6.5688 | 5.27 |
Estimation Period:
Jun 26, 2017 to Feb 6, 2026
Jun 26, 2017 to Feb 6, 2026
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