John Hancock Multi-Factor Large Cap ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.70% (+4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 18.81 | |
| 0.1307 | 18.24 | |
| 0.8603 | 108.28 | |
| 0.8174 | 14.07 | |
| 0.8254 | 19.27 |
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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