Putnam Sustainable Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.24% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 8.96 | |
| 0.0000 | 0.00 | |
| 0.9029 | 193.80 | |
| 0.1516 | 13.14 |
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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