John Hancock Multifactor Energy ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2626 | 7.69 | |
| 0.0656 | 26.28 | |
| 0.9940 | 1,129.57 | |
| 6.6193 | 7.17 |
Estimation Period:
Mar 29, 2016 to Oct 21, 2022
Mar 29, 2016 to Oct 21, 2022
Other John Hancock Multifactor Energy ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs