Putnam ESG High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.46% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 6.00 | |
| 0.0491 | 4.76 | |
| 0.8567 | 51.06 | |
| 0.0763 | 2.10 |
Estimation Period:
Jan 20, 2023 to Feb 13, 2026
Jan 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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