Putnam Sustainable Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.99% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4301 | 5.60 | |
| 0.0677 | 2.24 | |
| 0.8440 | 10.50 | |
| -1.7145 | -6.52 | |
| 2.4891 | 6.22 | |
| -1.3869 | -2.77 |
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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