Putnam Sustainable Future ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.89% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 6.78 | |
| 0.0000 | 0.00 | |
| 0.9234 | 249.98 | |
| 0.1148 | 10.14 |
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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