John Hancock Multi-Factor Consumer Discretionary ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1465 | 4.83 | |
| 0.1311 | 5.40 | |
| 0.8214 | 29.15 | |
| 0.1129 | 3.66 |
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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