John Hancock Multi-Factor Large Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.08% (+6.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 0.61 | |
| 0.1567 | 14.64 | |
| 0.8081 | 76.98 | |
| 0.5429 | 11.12 |
Estimation Period:
Sep 30, 2015 to Feb 6, 2026
Sep 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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