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V-Lab

Putnam Premier Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.17% (-0.56%)
Analysis last updated: Thursday, February 12, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Putnam Premier Income Trust SGARCH
paramt-stat
ω1.42236.78
α0.14438.34
β0.768629.93
γ10.00010.00
γ2-0.0280-0.42
γ30.05681.26
γ4-0.0991-2.13
γ50.24265.10
γ6-0.3404-6.61
γ70.24424.82
γ8-0.0860-1.83
γ90.02200.48
γ10-0.0820-1.40
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts