Putnam BDC Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.88% (-10.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.4306 | 19.33 | |
| 0.5000 | 19.60 | |
| 0.0326 | 2.02 | |
| 0.4035 | 10.94 | |
| 0.5866 | 11.53 |
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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