John Hancock Dsplnd VLU Slct GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.98% (+3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0858 | 3.69 | |
| 0.0000 | 0.00 | |
| 0.8089 | 21.84 | |
| 0.1434 | 2.46 |
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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