Putnam Emerging Markets Ex-China ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.47% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2267 | 6.66 | |
| 0.1151 | 6.41 | |
| 0.6912 | 17.33 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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