John Hancock ESG Large Cap Core Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:14.35% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5000 | 3.08 | |
| 0.1256 | 27.66 | |
| 0.9817 | 162.63 | |
| 4.4928 | 8.30 |
Estimation Period:
Jun 6, 2016 to Jan 9, 2026
Jun 6, 2016 to Jan 9, 2026
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