Putnam BDC Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.38% (-4.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3981 | 4.34 | |
| 0.2922 | 1.62 | |
| 0.3785 | 1.86 | |
| 0.2177 | 0.40 | |
| 0.5211 | 0.68 | |
| -1.1896 | -3.25 |
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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