John Hancock Multifactor Utilities ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3247 | 4.77 | |
| 0.0925 | 33.99 | |
| 0.9765 | 176.48 | |
| 2.6176 | 49.52 |
Estimation Period:
May 4, 2016 to Oct 21, 2022
May 4, 2016 to Oct 21, 2022
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