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	param	t-stat
$ω$	2.3604	3.35
$α$	0.3608	3.33
$β$	0.4443	4.58
$γ_{1}$	7.1921	3.11
$γ_{2}$	-10.5445	-2.37
$γ_{3}$	5.6751	1.55
$γ_{4}$	-4.0400	-1.87
$γ_{5}$	3.1770	2.16
$γ_{6}$	-3.1476	-1.71
$γ_{7}$	2.6960	1.25
$γ_{8}$	-0.4374	-0.15

V-Lab

Franklin Systematic Style Premia ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.17% (-4.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Franklin Systematic Style Premia ETF Analyses