John Hancock Multi-Factor Financials ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 14.69 | |
| 0.1603 | 22.31 | |
| 0.7999 | 99.27 |
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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