Franklin U.S. Small Cap Multifactor Index ETF Fund GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.83% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 9.76 | |
| 0.1046 | 18.05 | |
| 0.8504 | 114.76 |
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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