Franklin Ultra Shrt Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.51% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 4.40 | |
| 0.0878 | 9.71 | |
| 0.9345 | 190.83 | |
| -0.0465 | -3.80 |
Estimation Period:
Jul 16, 2020 to Feb 6, 2026
Jul 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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