Franklin U.S. Core Dividend Tilt Index ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.78% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.17 | |
| 0.1681 | 20.48 | |
| 0.9714 | 419.24 | |
| -0.1254 | -16.56 |
Estimation Period:
Jun 3, 2016 to Feb 6, 2026
Jun 3, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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