Franklin US LRG CP ML IN ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.45% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -0.16 | |
| 0.0557 | 6.20 | |
| 0.9476 | 105.34 | |
| -0.1674 | -23.48 |
Estimation Period:
Jun 5, 2017 to Feb 6, 2026
Jun 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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