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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0452	8.16***
α ARCH Response to squared shocks	0.0318	0.00
β GARCH Volatility persistence	0.8902	81.22***
γ leverage Additional response to negative shocks	1.0000	0.00
δ power Transformation power	2.0228	8.90***

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John Hancock FD ALL C C ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other John Hancock FD ALL C C ETF Analyses