Putnam PanAgora ESG Emerging Markets Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.67% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0109 | 1.52 | |
| 0.0704 | 11.34 | |
| 0.9078 | 114.72 | |
| 0.7386 | 10.81 |
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Feb 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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