Putnam Master Intermediate Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.81% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8760 | 6.94 | |
| 0.1310 | 8.64 | |
| 0.7921 | 34.47 | |
| -0.1241 | -1.99 | |
| 0.1363 | 1.38 | |
| 0.1172 | 1.92 | |
| -0.3165 | -6.19 | |
| 0.3109 | 5.77 | |
| -0.1686 | -3.55 | |
| 0.0683 | 1.42 | |
| -0.0463 | -0.62 |
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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