Franklin U.S. Small Cap Multifactor Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:204,380.94% (+18,681.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0211 | 11.63 | |
| 0.1207 | 59.77 | |
| 0.9990 | 13,320.00 | |
| 2.0000 | 666,666.67 |
Estimation Period:
Jun 26, 2017 to Feb 13, 2026
Jun 26, 2017 to Feb 13, 2026
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