John Hancock Multifactor Emerging Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.70% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 1.66 | |
| 0.1172 | 9.00 | |
| 0.9716 | 261.17 | |
| -0.1065 | -9.17 |
Estimation Period:
Sep 28, 2018 to Feb 6, 2026
Sep 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other John Hancock Multifactor Emerging Markets ETF Analyses
Other EGARCH Analyses on ETFs