John Hancock Multi-Factor Financials ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1934 | 4.23 | |
| 0.1443 | 17.91 | |
| 0.9720 | 139.98 | |
| 5.5377 | 6.02 |
Estimation Period:
Sep 29, 2015 to Oct 21, 2022
Sep 29, 2015 to Oct 21, 2022
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