Putnam BDC Income ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.15% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0054 | -0.46 | |
| 0.2935 | 7.96 | |
| 0.8725 | 61.85 | |
| -0.2020 | -7.29 |
Estimation Period:
Sep 30, 2022 to Feb 6, 2026
Sep 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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