John Hancock Multi-Factor Large Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.45% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2022 | 5.30 | |
| 0.1382 | 24.13 | |
| 0.9774 | 207.96 | |
| 6.8041 | 5.46 |
Estimation Period:
Sep 30, 2015 to Feb 13, 2026
Sep 30, 2015 to Feb 13, 2026
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