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John Hancock Multifactor Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.51% (-1.14%)
Analysis last updated: Friday, February 13, 2026 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of John Hancock Multifactor Emerging Markets ETF S0GARCH
paramt-stat
ω2.69202.99
α0.12893.51
β0.726912.06
γ13.93114.28
γ2-5.6726-4.39
γ32.95823.80
γ4-2.2619-3.45
γ51.64902.74
γ6-0.7131-1.35
γ70.11490.31
Estimation Period:
Sep 28, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts