John Hancock High Yield ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.22% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 5.78 | |
| 0.0977 | 4.16 | |
| 0.7681 | 21.22 |
Estimation Period:
May 2, 2024 to Feb 6, 2026
May 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other John Hancock High Yield ETF Analyses
Other GARCH Analyses on ETFs