Putnam ESG High Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.96% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4297 | 5.25 | |
| 0.3238 | 2.22 | |
| 0.0000 | 0.00 | |
| -0.5211 | -0.78 | |
| 1.8423 | 1.90 | |
| -3.6907 | -3.45 |
Estimation Period:
Jan 20, 2023 to Feb 6, 2026
Jan 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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