Putnam Focused Large Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.11% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5518 | 5.44 | |
| 0.1206 | 2.44 | |
| 0.7316 | 8.34 | |
| -1.3125 | -4.96 | |
| 1.8983 | 4.55 | |
| -1.0206 | -2.04 |
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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