John Hancock International High Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.06% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7002 | 12.73 | |
| 0.0990 | 5.39 | |
| 0.8303 | 50.70 | |
| 10.0578 | 0.55 |
Estimation Period:
Dec 21, 2022 to Feb 13, 2026
Dec 21, 2022 to Feb 13, 2026
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