John Hancock Multifactor Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:0.49% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.4654 | 4,654,350.00 | |
| 0.0052 | 52,080.00 | |
| 0.5770 | 5,770,350.00 |
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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