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John Hancock High Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.74% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of John Hancock High Yield ETF S0GARCH
paramt-stat
ω0.86324.29
α0.00000.00
β1.00008.52
γ1-12.3725-0.39
γ2-24.4392-0.49
γ3105.22352.48
γ4-143.2353-2.80
γ5158.44183.47
γ6-187.4292-4.01
γ7177.54582.90
γ8-96.5724-1.36
γ924.26930.26
γ100.51270.00
Estimation Period:
May 2, 2024 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts