Putnam BDC Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.34% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1381 | 7.16 | |
| 0.1426 | 11.66 | |
| 0.9362 | 106.35 | |
| 7.0449 | 2.37 |
Estimation Period:
Sep 30, 2022 to Feb 6, 2026
Sep 30, 2022 to Feb 6, 2026
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