Franklin U.S. Mid Cap Multifactor Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5,080,194.72% (+1,017,856.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9994 | 0.30 | |
| 0.1868 | 2.41 | |
| 0.9968 | 142.93 | |
| 2.0000 | 674.99 |
Estimation Period:
Jun 26, 2017 to Feb 13, 2026
Jun 26, 2017 to Feb 13, 2026
Other Franklin U.S. Mid Cap Multifactor Index ETF Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs