John Hancock Multifactor Industrials ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 10.85 | |
| 0.0097 | 2.53 | |
| 0.8986 | 226.58 | |
| 0.1489 | 14.02 |
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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