Putnam Sustainable Future ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.82% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 1.47 | |
| 0.0750 | 12.33 | |
| 0.9809 | 438.67 | |
| -0.0951 | -17.85 |
Estimation Period:
May 26, 2021 to Feb 13, 2026
May 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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