Putnam Sustainable Future ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.65% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 9.05 | |
| 0.0808 | 16.47 | |
| 0.9050 | 176.76 |
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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