John Hancock Multi-Factor Financials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3232 | 5.11 | |
| 0.1723 | 5.36 | |
| 0.7587 | 18.94 | |
| 0.1655 | 3.20 | |
| -0.2120 | -3.30 |
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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