Franklin U.S. Large Cap Multifactor Index ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.92% (+5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6996 | 4.13 | |
| 0.1442 | 5.91 | |
| 0.8201 | 30.93 | |
| -0.0089 | -1.84 |
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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