John Hancock Multifactor Utilities ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 8.56 | |
| 0.0015 | 0.30 | |
| 0.8921 | 157.22 | |
| 0.1213 | 7.94 |
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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