Putnam Emerging Markets Ex-China ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.77% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 5.08 | |
| 0.0871 | 13.15 | |
| 0.7374 | 55.92 | |
| 1.3221 | 26.74 |
Estimation Period:
May 18, 2023 to Feb 13, 2026
May 18, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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