Putnam PanAgora ESG Emerging Markets Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.68% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1857 | 4.09 | |
| 0.1094 | 10.94 | |
| 0.9607 | 97.75 | |
| 5.0574 | 3.71 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
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