John Hancock Multifactor Industrials ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9225 | 3.17 | |
| 0.1273 | 4.10 | |
| 0.8416 | 23.24 | |
| 0.0648 | 1.11 |
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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