Putnam Emerging Markets Ex-China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.38% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1854 | 10.21 | |
| 0.0000 | 0.00 | |
| 0.7368 | 36.36 | |
| 0.2264 | 4.88 |
Estimation Period:
May 18, 2023 to Feb 13, 2026
May 18, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Putnam Emerging Markets Ex-China ETF Analyses
Other GJR-GARCH Analyses on ETFs