John Hancock ESG Large Cap Core Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:266.08% (-25.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0277 | -2.60 | |
| 0.2283 | 10.19 | |
| 0.8333 | 45.38 | |
| 0.5586 | 9.39 |
Estimation Period:
Jun 6, 2016 to Jan 9, 2026
Jun 6, 2016 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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