Franklin U.S. Core Dividend Tilt Index ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.84% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6463 | 4.20 | |
| 0.1328 | 5.85 | |
| 0.8368 | 35.83 | |
| -0.0096 | -2.90 |
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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