Franklin Systematic Style Premia ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.07% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1549 | 13.81 | |
| 0.3409 | 13.73 | |
| 0.4700 | 21.80 |
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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