Franklin Income Focus ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.91% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 6.58 | |
| 0.0396 | 2.37 | |
| 0.7818 | 31.39 | |
| 0.1571 | 2.31 |
Estimation Period:
Jun 8, 2023 to Feb 13, 2026
Jun 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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