John Hancock Multifactor Utilities ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 2.91 | |
| 0.1043 | 7.83 | |
| 0.9598 | 261.82 | |
| -0.1029 | -11.32 |
Estimation Period:
May 4, 2016 to Oct 21, 2022
May 4, 2016 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
Other John Hancock Multifactor Utilities ETF Analyses
Other EGARCH Analyses on ETFs