Franklin International Low Volatility High Dividend Index ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.92% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 16.27 | |
| 0.0601 | 7.81 | |
| 0.7716 | 89.76 | |
| 0.1801 | 8.26 |
Estimation Period:
Jul 28, 2016 to Feb 13, 2026
Jul 28, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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