Putnam Emerging Markets Ex-China ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.37% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1012 | 5.32 | |
| 0.0655 | 2.77 | |
| 0.8386 | 32.37 | |
| 5.5755 | 0.58 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
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