Franklin U.S. Core Dividend Tilt Index ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.50% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 12.51 | |
| 0.0215 | 3.23 | |
| 0.8736 | 198.22 | |
| 0.1688 | 11.88 |
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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