John Hancock Multi-Factor Financials ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0210 | -3.63 | |
| 0.1166 | 22.58 | |
| 0.8494 | 159.78 | |
| 0.9064 | 21.67 |
Estimation Period:
Sep 29, 2015 to Oct 21, 2022
Sep 29, 2015 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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