John Hancock Multi-Factor Health Care ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 9.12 | |
| 0.0000 | 0.00 | |
| 0.9006 | 159.01 | |
| 0.1436 | 12.27 |
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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