Putnam Focused Large Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.96% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 4.67 | |
| 0.0904 | 15.42 | |
| 0.8695 | 124.58 | |
| 0.5579 | 18.37 |
Estimation Period:
May 26, 2021 to Feb 13, 2026
May 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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