John Hancock Multi-Factor Health Care ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 1.22 | |
| 0.1540 | 15.12 | |
| 0.9664 | 308.28 | |
| -0.1133 | -18.77 |
Estimation Period:
Sep 30, 2015 to Oct 21, 2022
Sep 30, 2015 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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