John Hancock Multifactor Emerging Markets ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.82% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 8.99 | |
| 0.0902 | 12.55 | |
| 0.8741 | 88.17 |
Estimation Period:
Sep 28, 2018 to Feb 13, 2026
Sep 28, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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