John Hancock Dsplnd VLU Slct EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.36% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 0.10 | |
| -0.2741 | -2.93 | |
| 0.9543 | 209.28 | |
| -0.3036 | -5.05 |
Estimation Period:
Aug 5, 2025 to Feb 6, 2026
Aug 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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