Putnam ESG Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.43% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1935 | 9.96 | |
| 0.0302 | 12.62 | |
| 0.9990 | 1,884.91 | |
| 15.2591 | 1.04 |
Estimation Period:
Jan 20, 2023 to Feb 6, 2026
Jan 20, 2023 to Feb 6, 2026
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