John Hancock Multi-Factor Health Care ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 10.77 | |
| 0.0908 | 17.96 | |
| 0.8892 | 147.36 |
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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