Putnam PanAgora ESG Emerging Markets Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.73% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8397 | 4.84 | |
| 0.1372 | 3.18 | |
| 0.5699 | 4.72 | |
| -7.7430 | -4.04 | |
| 14.7088 | 4.73 | |
| -13.8754 | -5.83 | |
| 10.7659 | 5.19 | |
| -4.7805 | -2.64 | |
| 2.5473 | 1.32 | |
| -4.6348 | -1.97 | |
| 9.3142 | 2.80 |
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Feb 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Putnam PanAgora ESG Emerging Markets Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs