Putnam PanAgora ESG Emerging Markets Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.82% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8610 | 4.82 | |
| 0.1355 | 3.04 | |
| 0.5970 | 5.30 | |
| -7.5680 | -3.85 | |
| 14.4253 | 4.49 | |
| -13.6189 | -5.54 | |
| 10.3914 | 4.87 | |
| -4.1082 | -2.22 | |
| 1.1096 | 0.57 | |
| -1.3186 | -0.58 | |
| 0.8561 | 0.45 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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