John Hancock High Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.74% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8632 | 4.29 | |
| 0.0000 | 0.00 | |
| 1.0000 | 8.52 | |
| -12.3725 | -0.39 | |
| -24.4392 | -0.49 | |
| 105.2235 | 2.48 | |
| -143.2353 | -2.80 | |
| 158.4418 | 3.47 | |
| -187.4292 | -4.01 | |
| 177.5458 | 2.90 | |
| -96.5724 | -1.36 | |
| 24.2693 | 0.26 | |
| 0.5127 | 0.00 |
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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