Franklin U.S. Equity Index ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.64% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6601 | 5.42 | |
| 0.1192 | 5.55 | |
| 0.8443 | 34.33 | |
| -0.0078 | -0.62 |
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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