John Hancock MultiFactor Developed International ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.37% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0057 | -1.74 | |
| 0.0938 | 19.71 | |
| 0.8699 | 186.83 | |
| 0.6994 | 19.45 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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