Franklin U.S. Core Dividend Tilt Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.47% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9670 | 5.19 | |
| 0.1100 | 21.31 | |
| 0.9800 | 270.04 | |
| 5.7272 | 6.53 |
Estimation Period:
Jun 3, 2016 to Feb 6, 2026
Jun 3, 2016 to Feb 6, 2026
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