Putnam ESG High Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.03% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2200 | 8.15 | |
| 0.0555 | 24.66 | |
| 0.9971 | 1,545.84 | |
| 3.9100 | 16.19 |
Estimation Period:
Jan 20, 2023 to Feb 13, 2026
Jan 20, 2023 to Feb 13, 2026
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