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	param	t-stat
$ω$	0.8206	3.28
$α$	0.0000	0.00
$β$	0.9317	4.11
$γ_{1}$	10.4169	0.26
$γ_{2}$	-50.1649	-0.77
$γ_{3}$	110.7384	2.27
$γ_{4}$	-148.6088	-2.76
$γ_{5}$	164.3919	3.67
$γ_{6}$	-194.1435	-5.35
$γ_{7}$	186.4385	4.59
$γ_{8}$	-112.7822	-2.84
$γ_{9}$	60.6703	1.24
$γ_{10}$	-93.9037	-1.25

V-Lab

John Hancock High Yield ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:1.45% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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