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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0456	5.19***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8914	88.91***
γ leverage Additional response to negative shocks	0.1273	4.97***

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John Hancock FD ALL C C ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other John Hancock FD ALL C C ETF Analyses