John Hancock Multifactor Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.27% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7018 | 3.00 | |
| 0.1291 | 3.51 | |
| 0.7268 | 12.05 | |
| 3.9524 | 4.31 | |
| -5.7059 | -4.42 | |
| 2.9766 | 3.82 | |
| -2.2684 | -3.45 | |
| 1.6373 | 2.68 | |
| -0.6651 | -1.07 | |
| -0.0238 | -0.02 |
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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