John Hancock MultiFactor Developed International ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.84% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9177 | 7.56 | |
| 0.0919 | 18.95 | |
| 0.9717 | 236.30 | |
| 6.8818 | 3.84 |
Estimation Period:
Dec 16, 2016 to Feb 13, 2026
Dec 16, 2016 to Feb 13, 2026
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