John Hancock US High Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.89% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9954 | 6.25 | |
| 0.0857 | 19.97 | |
| 0.9972 | 2,073.22 | |
| 7.5480 | 3.18 |
Estimation Period:
Sep 28, 2022 to Feb 13, 2026
Sep 28, 2022 to Feb 13, 2026
Other John Hancock US High Dividend ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs