Putnam PanAgora ESG International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.29% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2368 | 8.41 | |
| 0.0000 | 0.00 | |
| 0.6587 | 15.34 | |
| 0.1668 | 3.18 |
Estimation Period:
Jan 20, 2023 to Feb 13, 2026
Jan 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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