John Hancock Multifactor Industrials ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0196 | -2.59 | |
| 0.0995 | 17.12 | |
| 0.8697 | 143.61 | |
| 0.8727 | 13.89 |
Estimation Period:
Apr 11, 2016 to Oct 21, 2022
Apr 11, 2016 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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