Franklin U.S. Equity Index ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.46% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9126 | 6.47 | |
| 0.0946 | 27.65 | |
| 0.9770 | 242.37 | |
| 4.5529 | 11.31 |
Estimation Period:
Jun 3, 2016 to Feb 13, 2026
Jun 3, 2016 to Feb 13, 2026
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