John Hancock Multi-Factor Consumer Discretionary ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 5.41 | |
| 0.1828 | 15.98 | |
| 0.9656 | 443.76 | |
| -0.1093 | -12.00 |
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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