John Hancock Multi-Factor Mid Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.18% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0195 | -4.75 | |
| 0.1162 | 25.00 | |
| 0.8616 | 187.55 | |
| 0.7192 | 20.58 |
Estimation Period:
Sep 29, 2015 to Feb 13, 2026
Sep 29, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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