John Hancock Multi-Factor Health Care ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8723 | 124.79 | |
| 0.1484 | 23.72 | |
| 0.0843 | 1.90 | |
| 0.2629 | 3.00 | |
| 0.6606 | 5.00 |
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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