John Hancock MultiFactor Developed International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.30% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 10.34 | |
| 0.0212 | 3.72 | |
| 0.8777 | 198.66 | |
| 0.1504 | 9.51 |
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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