John Hancock Multifactor Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.37% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3529 | 11.68 | |
| 0.0990 | 13.05 | |
| 0.9334 | 138.11 | |
| 6.2583 | 3.71 |
Estimation Period:
Sep 28, 2018 to Feb 13, 2026
Sep 28, 2018 to Feb 13, 2026
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