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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1841	2.94***
α ARCH Response to squared shocks	0.0120	0.88
β GARCH Volatility persistence	0.8403	26.82***
γ leverage Additional response to negative shocks	0.1475	3.75***

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Franklin Solana ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Franklin Solana ETF Analyses