John Hancock Multi-Factor Mid Cap ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.61% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 15.99 | |
| 0.1499 | 26.72 | |
| 0.8231 | 139.94 |
Estimation Period:
Sep 29, 2015 to Feb 13, 2026
Sep 29, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other John Hancock Multi-Factor Mid Cap ETF Analyses
Other GARCH Analyses on ETFs