John Hancock Multifactor Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.51% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6920 | 2.99 | |
| 0.1289 | 3.51 | |
| 0.7269 | 12.06 | |
| 3.9311 | 4.28 | |
| -5.6726 | -4.39 | |
| 2.9582 | 3.80 | |
| -2.2619 | -3.45 | |
| 1.6490 | 2.74 | |
| -0.7131 | -1.35 | |
| 0.1149 | 0.31 |
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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