John Hancock Multi-Factor Consumer Discretionary ETF MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 11.02 | |
| 0.2256 | 20.45 | |
| 0.7744 | 63.32 |
Estimation Period:
Oct 1, 2015 to Oct 21, 2022
Oct 1, 2015 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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