John Hancock Multi-Factor Health Care ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2232 | 5.41 | |
| 0.0916 | 17.97 | |
| 0.9787 | 224.56 | |
| 7.4431 | 2.84 |
Estimation Period:
Sep 30, 2015 to Oct 21, 2022
Sep 30, 2015 to Oct 21, 2022
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