John Hancock Dsplnd VLU Slct GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.44% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6391 | 2.14 | |
| 0.0292 | 0.62 | |
| 0.9617 | 29.42 | |
| 7.2819 | 0.17 |
Estimation Period:
Aug 5, 2025 to Feb 6, 2026
Aug 5, 2025 to Feb 6, 2026
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