Putnam Premier Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.52% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 19.67 | |
| 0.0636 | 20.43 | |
| 0.8854 | 350.38 | |
| 0.0827 | 10.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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