Putnam BDC Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.09% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4141 | 5.99 | |
| 0.3093 | 1.59 | |
| 0.3855 | 1.95 | |
| 0.3892 | 4.86 |
Estimation Period:
Sep 30, 2022 to Feb 6, 2026
Sep 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Putnam BDC Income ETF Analyses
Other Spline-GARCH Analyses on ETFs