Franklin U.S. Equity Index ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.22% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.8038 | 60.38 | |
| 0.2249 | 19.07 | |
| 0.0132 | 2.27 | |
| 0.0714 | 2.52 | |
| 0.9151 | 26.96 |
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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