Putnam PanAgora ESG Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.52% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 5.89 | |
| 0.0000 | 0.00 | |
| 0.9370 | 179.34 | |
| 0.0890 | 8.83 |
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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