John Hancock Multi-Factor Consumer Discretionary ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 15.83 | |
| 0.1041 | 12.83 | |
| 0.8804 | 130.49 | |
| 0.6045 | 8.92 | |
| 1.2272 | 17.34 |
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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