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Putnam PanAgora ESG Emerging Markets Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.82% (-1.81%)
Analysis last updated: Saturday, February 14, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Putnam PanAgora ESG Emerging Markets Equity ETF S0GARCH
paramt-stat
ω0.86104.82
α0.13553.04
β0.59705.30
γ1-7.5680-3.85
γ214.42534.49
γ3-13.6189-5.54
γ410.39144.87
γ5-4.1082-2.22
γ61.10960.57
γ7-1.3186-0.58
γ80.85610.45
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts