John Hancock Multifactor Media and Communications ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 3.27 | |
| 0.1590 | 15.36 | |
| 0.8057 | 83.30 | |
| 0.5838 | 11.04 |
Estimation Period:
Mar 14, 2019 to Oct 21, 2022
Mar 14, 2019 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
Other John Hancock Multifactor Media and Communications ETF Analyses
Other AGARCH Analyses on ETFs