John Hancock Dsplnd VLU Slct MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.92% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.5000 | 137.06 | |
| 0.7450 | 703.49 | |
| -0.5000 | -90.42 | |
| 10.0000 | 6.31 | |
| 1.0000 | 5.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 5, 2025 to Feb 13, 2026
Aug 5, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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