Manulife Smart Core Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.27% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 2.39 | |
| 0.0075 | 4.14 | |
| 0.9781 | 167.83 | |
| -0.1970 | -3.41 |
Estimation Period:
Nov 25, 2020 to Feb 13, 2026
Nov 25, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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