John Hancock Multi-Factor Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3202 | 4.29 | |
| 0.1259 | 5.49 | |
| 0.8301 | 31.49 | |
| 0.2207 | 3.09 | |
| -0.2879 | -3.23 |
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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