Putnam Focused Large Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.66% (+4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7063 | 43.94 | |
| 0.2139 | 19.08 | |
| 0.0510 | 1.01 | |
| 0.1563 | 1.66 | |
| 0.7812 | 5.48 |
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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