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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0246	4.64***
α ARCH Response to squared shocks	0.0603	5.85***
β GARCH Volatility persistence	0.9545	168.53***
ν DF Student-t tail thickness	5.6935	1.26

V-Lab

John Hancock FD ALL C C ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other John Hancock FD ALL C C ETF Analyses