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	param	t-stat
$ω$	0.1491	16.69
$α$	0.1857	5.79
$β$	0.4764	21.51
$γ$	0.3296	3.80

V-Lab

Franklin Systematic Style Premia ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.30% (-4.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Systematic Style Premia ETF Analyses