Franklin US LRG CP ML IN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9878 | 5.38 | |
| 0.0696 | 2.85 | |
| 0.8668 | 24.49 | |
| 0.0086 | 0.61 |
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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