Putnam Emerging Markets Ex-China ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.90% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8704 | 7.63 | |
| 0.1085 | 1.60 | |
| 0.6895 | 4.35 | |
| -0.0476 | -1.05 |
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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