Putnam Focused Large Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.33% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 0.26 | |
| 0.1049 | 10.58 | |
| 0.9669 | 227.60 | |
| -0.1371 | -15.25 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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