Putnam ESG Core Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.31% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0423 | 1.10 | |
| 0.4501 | 3.98 | |
| 0.0256 | 1.19 | |
| 0.0043 | 0.81 | |
| 0.4567 | 1.03 | |
| 0.4424 | 1.45 |
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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