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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0541	13.39***
α ARCH Response to squared shocks	0.1002	11.67***
β GARCH Volatility persistence	0.8536	73.13***
γ leverage Additional response to negative shocks	0.7889	8.55***
δ power Transformation power	1.4349	9.81***

V-Lab

Putnam BDC Income ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Putnam BDC Income ETF Analyses