John Hancock Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.47% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1142 | 8.60 | |
| 0.0332 | 5.61 | |
| 0.9990 | 533.94 | |
| 11.0759 | 0.69 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
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