Putnam PanAgora ESG International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.58% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8167 | 5.35 | |
| 0.0468 | 1.84 | |
| 0.8237 | 28.15 | |
| 5.5289 | 0.40 |
Estimation Period:
Jan 20, 2023 to Feb 13, 2026
Jan 20, 2023 to Feb 13, 2026
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