John Hancock Multi-Factor Consumer Discretionary ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9319 | 4.20 | |
| 0.1166 | 22.23 | |
| 0.9847 | 247.59 | |
| 6.4556 | 5.76 |
Estimation Period:
Oct 1, 2015 to Oct 21, 2022
Oct 1, 2015 to Oct 21, 2022
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