Putnam ESG Ultra Short ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.60% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.64 | |
| 0.0000 | 0.00 | |
| 0.9960 | 258.97 | |
| 0.0080 | 1.30 |
Estimation Period:
Jan 20, 2023 to Feb 13, 2026
Jan 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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