John Hancock International High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.95% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 11.06 | |
| 0.0000 | 0.00 | |
| 0.7398 | 38.13 | |
| 0.2283 | 5.81 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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