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Putnam PanAgora ESG Emerging Markets Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.73% (-1.15%)
Analysis last updated: Thursday, February 12, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Putnam PanAgora ESG Emerging Markets Equity ETF SGARCH
paramt-stat
ω0.83974.84
α0.13723.18
β0.56994.72
γ1-7.7430-4.04
γ214.70884.73
γ3-13.8754-5.83
γ410.76595.19
γ5-4.7805-2.64
γ62.54731.32
γ7-4.6348-1.97
γ89.31422.80
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts