Putnam Master Intermediate Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.38% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8870 | 7.01 | |
| 0.1310 | 8.62 | |
| 0.7924 | 34.38 | |
| -0.1208 | -1.94 | |
| 0.1334 | 1.35 | |
| 0.1140 | 1.86 | |
| -0.3099 | -6.05 | |
| 0.3033 | 5.63 | |
| -0.1603 | -3.43 | |
| 0.0564 | 1.30 | |
| -0.0232 | -0.73 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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