John Hancock High Yield ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0095 | 0.01 | |
| 0.9952 | 105.27 | |
| -0.0095 | -0.01 | |
| 0.0000 | 0.01 | |
| 0.0226 | 0.01 | |
| 0.0910 | 0.02 |
Estimation Period:
May 2, 2024 to Feb 6, 2026
May 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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