John Hancock Multi-Factor Large Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.41% (+4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 15.98 | |
| 0.0370 | 3.61 | |
| 0.8218 | 101.35 | |
| 0.2260 | 15.23 |
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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