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	param	t-stat
$ω$	0.7526	3.32
$α$	0.1038	4.25
$β$	0.8332	27.36
$γ_{1}$	-0.0082	-0.42

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

Volatility Prediction for Thursday, February 12th, 2026:16.64% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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