John Hancock Multi-Factor Large Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.13% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7639 | 85.48 | |
| 0.2993 | 31.04 | |
| 0.0144 | 2.67 | |
| 0.0756 | 4.32 | |
| 0.9108 | 41.12 |
Estimation Period:
Sep 30, 2015 to Feb 13, 2026
Sep 30, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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