John Hancock MultiFactor Developed International ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.59% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6168 | 5.79 | |
| 0.1216 | 4.05 | |
| 0.8129 | 22.30 | |
| -0.0246 | -1.87 |
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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