Putnam ESG Core Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.49% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0013 | 0.36 | |
| 0.9806 | 327.83 | |
| 0.0353 | 3.53 |
Estimation Period:
Jan 20, 2023 to Feb 6, 2026
Jan 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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