John Hancock High Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.41% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1066 | 2.79 | |
| 0.0537 | 10.63 | |
| 0.9745 | 91.90 | |
| 3.6300 | 4.37 |
Estimation Period:
May 2, 2024 to Feb 13, 2026
May 2, 2024 to Feb 13, 2026
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