V-Lab
John Hancock FD ALL C C ETF MEM Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
6.23%
decreased by 0.08%
1 Week
6.21%
decreased by 0.10%
1 Month
6.14%
decreased by 0.17%
Analysis last updated: Monday, August 17, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 2, 2023 to Aug 14, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 233 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0215 | 4.51*** |
β GARCH Volatility persistence | 0.9756 | 233.84*** |
Persistence:
0.997
Half-life:
233 days
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