Putnam PanAgora ESG International Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.63% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.5884 | 10.09 | |
| 0.2346 | 7.44 | |
| 0.5380 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.4905 | 0.00 |
Estimation Period:
Jan 20, 2023 to Feb 6, 2026
Jan 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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