John Hancock Multi-Factor Consumer Discretionary ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 12.85 | |
| 0.1230 | 21.26 | |
| 0.8585 | 141.71 |
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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