V-Lab
Franklin Solana ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
13.94%
unchanged at 0.00%
1 Week
13.94%
unchanged at 0.00%
1 Month
13.94%
unchanged at 0.00%
Analysis last updated: Wednesday, August 19, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2025 to Aug 14, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5394 | 4.74*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=3
| γ1 | -73.2693 | -4.46*** |
| γ2 | 117.5199 | 4.78*** |
| γ3 | -120.2697 | -4.65*** |
Persistence:
0.000
Half-life:
-
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