John Hancock Multi-Factor Large Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.69% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 14.10 | |
| 0.1629 | 25.00 | |
| 0.8041 | 117.02 |
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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