John Hancock Multifactor Utilities ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 10.67 | |
| 0.0869 | 12.25 | |
| 0.8607 | 96.48 |
Estimation Period:
May 4, 2016 to Oct 21, 2022
May 4, 2016 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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