John Hancock Multi-Factor Large Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.00% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1972 | 4.52 | |
| 0.1630 | 6.31 | |
| 0.7857 | 25.50 | |
| 0.1896 | 2.96 | |
| -0.2773 | -3.01 | |
| 0.1308 | 1.57 |
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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