Putnam Focused Large Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.81% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5782 | 5.47 | |
| 0.1185 | 2.43 | |
| 0.7504 | 8.99 | |
| -1.1740 | -4.83 | |
| 1.6068 | 4.83 | |
| -0.5129 | -3.32 |
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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