Putnam Emerging Markets Ex-China ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.75% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9471 | 5.42 | |
| 0.1047 | 1.57 | |
| 0.7034 | 4.53 | |
| 0.0963 | 0.44 |
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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