John Hancock Multi-Factor Financials ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 6.03 | |
| 0.1999 | 19.14 | |
| 0.9569 | 369.03 | |
| -0.1452 | -18.91 |
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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