Franklin International Low Volatility High Dividend Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.12% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5339 | 14.92 | |
| 0.1385 | 17.43 | |
| 0.9197 | 151.94 | |
| 6.8847 | 4.30 |
Estimation Period:
Jul 28, 2016 to Feb 13, 2026
Jul 28, 2016 to Feb 13, 2026
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