Putnam PanAgora ESG International Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.83% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8590 | 7.26 | |
| 0.0965 | 1.05 | |
| 0.6247 | 2.31 | |
| 0.1034 | 0.58 |
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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