John Hancock Multifactor Materials ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8226 | 7.11 | |
| 0.0849 | 31.71 | |
| 0.9868 | 488.75 | |
| 4.0924 | 21.87 |
Estimation Period:
Apr 13, 2016 to Oct 21, 2022
Apr 13, 2016 to Oct 21, 2022
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