John Hancock High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.23% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 3.19 | |
| 0.0000 | 0.00 | |
| 0.8070 | 23.89 | |
| 0.1337 | 2.73 |
Estimation Period:
May 2, 2024 to Feb 13, 2026
May 2, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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