Putnam ESG Ultra Short ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.31% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0720 | 6.32 | |
| 0.0000 | 0.00 | |
| 0.9987 | 6.80 | |
| -0.5762 | -0.06 | |
| 1.9994 | 0.27 | |
| -2.9385 | -1.21 |
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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