John Hancock MultiFactor Developed International ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.45% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.22 | |
| 0.1644 | 15.88 | |
| 0.9631 | 307.69 | |
| -0.1274 | -14.92 |
Estimation Period:
Dec 16, 2016 to Feb 13, 2026
Dec 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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