Putnam PanAgora ESG Emerging Markets Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.51% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0131 | 1.81 | |
| 0.6495 | 44.56 | |
| 0.2451 | 19.05 | |
| 0.0492 | 1.34 | |
| 0.1003 | 3.59 | |
| 0.8721 | 21.71 |
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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