Putnam Premier Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.40% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4910 | 6.98 | |
| 0.1425 | 8.35 | |
| 0.7747 | 31.03 | |
| 0.0005 | 0.01 | |
| -0.0173 | -0.25 | |
| 0.0318 | 0.69 | |
| -0.0728 | -1.56 | |
| 0.2196 | 4.54 | |
| -0.3201 | -6.02 | |
| 0.2242 | 4.30 | |
| -0.0616 | -1.31 | |
| -0.0198 | -0.47 | |
| 0.0194 | 0.71 |
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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