John Hancock MultiFactor Developed International ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.72% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7059 | 7.34 | |
| 0.1192 | 4.34 | |
| 0.8270 | 25.06 | |
| -0.0070 | -2.33 |
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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