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John Hancock Multifactor Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.27% (-1.15%)
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 SGARCH
paramt-stat
ω2.70183.00
α0.12913.51
β0.726812.05
γ13.95244.31
γ2-5.7059-4.42
γ32.97663.82
γ4-2.2684-3.45
γ51.63732.68
γ6-0.6651-1.07
γ7-0.0238-0.02
Estimation Period:
Sep 28, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts