Putnam Sustainable Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.41% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 0.60 | |
| 0.0883 | 10.49 | |
| 0.9661 | 220.98 | |
| -0.1399 | -21.20 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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