John Hancock ESG Large Cap Core Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:234.09% (-17.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 3.55 | |
| 0.1163 | 0.84 | |
| 0.8641 | 154.72 | |
| 0.0392 | 0.15 |
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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