Putnam Sustainable Leaders ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.54% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4919 | 4.70 | |
| 0.0696 | 2.73 | |
| 0.8711 | 15.07 | |
| -1.4516 | -4.85 | |
| 1.9852 | 4.82 | |
| -0.6377 | -3.41 |
Estimation Period:
May 26, 2021 to Feb 13, 2026
May 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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