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	param	t-stat
$ω$	2.3253	3.36
$α$	0.3576	3.34
$β$	0.4468	4.60
$γ_{1}$	7.1002	3.06
$γ_{2}$	-10.4104	-2.33
$γ_{3}$	5.6092	1.53
$γ_{4}$	-4.0178	-1.85
$γ_{5}$	3.2208	2.21
$γ_{6}$	-3.3100	-1.88
$γ_{7}$	3.1406	1.63
$γ_{8}$	-1.6877	-1.29

V-Lab

Franklin Systematic Style Premia ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.63% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Systematic Style Premia ETF Analyses