John Hancock Multi-Factor Large Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.88% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 0.48 | |
| 0.2177 | 14.79 | |
| 0.9516 | 339.72 | |
| -0.1570 | -15.12 |
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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