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	param	t-stat
$ω$	0.0665	5.85
$α$	0.0205	5.80
$β$	0.8736	124.89
$γ$	0.1284	6.67

V-Lab

Franklin U.S. Small Cap Multifactor Index ETF Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.53% (+1.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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