John Hancock Multi-Factor Mid Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.22% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 2.00 | |
| 0.1849 | 24.10 | |
| 0.9687 | 439.93 | |
| -0.1410 | -24.67 |
Estimation Period:
Sep 29, 2015 to Feb 6, 2026
Sep 29, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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