John Hancock Multifactor Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 8.34 | |
| 0.0027 | 0.55 | |
| 0.9016 | 157.38 | |
| 0.1217 | 7.70 |
Estimation Period:
Sep 28, 2018 to Feb 6, 2026
Sep 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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