Franklin Systematic Style Premia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.76% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0850 | -6.67 | |
| 0.5006 | 16.74 | |
| 0.7683 | 42.10 | |
| -0.1340 | -5.27 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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