Putnam Focused Large Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.27% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 8.17 | |
| 0.0000 | 0.00 | |
| 0.8914 | 160.55 | |
| 0.1587 | 9.84 |
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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