John Hancock Multi-Factor Consumer Discretionary ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 1.68 | |
| 0.1320 | 16.57 | |
| 0.8398 | 96.93 | |
| 0.5452 | 8.10 |
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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