John Hancock Multifactor Industrials ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0033 | 0.59 | |
| 0.7298 | 40.86 | |
| 0.2002 | 18.39 | |
| 0.3567 | 0.49 | |
| 0.8001 | 0.50 | |
| 0.0000 | 0.00 |
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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