Putnam Master Intermediate Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.48% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 25.74 | |
| 0.0712 | 18.21 | |
| 0.8585 | 246.78 | |
| 0.0952 | 10.75 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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