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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of John Hancock FD ALL C C ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 2, 2023 to Aug 14, 2026

Model 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

ParameterValuet-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