John Hancock Multifactor Industrials ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0946 | 5.39 | |
| 0.1205 | 23.43 | |
| 0.9814 | 270.51 | |
| 5.7254 | 7.46 |
Estimation Period:
Apr 11, 2016 to Oct 21, 2022
Apr 11, 2016 to Oct 21, 2022
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