Franklin Systematic Style Premia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.74% (+3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6981 | 7.67 | |
| 0.1515 | 13.38 | |
| 0.8667 | 59.41 | |
| 3.4239 | 8.11 |
Estimation Period:
Dec 23, 2019 to Feb 6, 2026
Dec 23, 2019 to Feb 6, 2026
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