John Hancock Multifactor Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8348 | 2.63 | |
| 0.1235 | 4.09 | |
| 0.8560 | 23.59 | |
| -0.0129 | -0.85 |
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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