John Hancock Multifactor Utilities ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7485 | 7,484,690.00 | |
| 0.0015 | 15,310.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.2165 | 297.38 | |
| 0.0000 | 100.00 | |
| 0.9727 | 46,317.48 |
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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