Franklin Ultra Shrt Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.05% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5019 | 5.88 | |
| 0.2386 | 4.42 | |
| 0.4088 | 2.59 | |
| 0.1471 | 1.05 | |
| 0.0291 | 0.15 | |
| -0.4318 | -3.96 |
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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