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{type} for {date}

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	param	t-stat
$m$	116
$α$	0.0046	2.49
$β$	0.8802	528.00
$γ$	0.1380	40.99
$λ_{1}$	0.0002	0.18
$λ_{2}$	1.0000	0.19
$λ_{3}$	0.0000	0.00

V-Lab

Franklin U.S. Small Cap Multifactor Index ETF Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.84% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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