Putnam Focused Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.42% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8724 | 12.79 | |
| 0.0826 | 15.43 | |
| 0.9656 | 292.96 | |
| 9.3994 | 2.18 |
Estimation Period:
May 26, 2021 to Feb 6, 2026
May 26, 2021 to Feb 6, 2026
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