John Hancock Multifactor Media and Communications ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 12.01 | |
| 0.1482 | 15.35 | |
| 0.8240 | 88.47 |
Estimation Period:
Mar 14, 2019 to Oct 21, 2022
Mar 14, 2019 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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