John Hancock Multi-Factor Mid Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.80% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3833 | 7.03 | |
| 0.1272 | 21.67 | |
| 0.9765 | 271.01 | |
| 8.5996 | 3.91 |
Estimation Period:
Sep 29, 2015 to Feb 13, 2026
Sep 29, 2015 to Feb 13, 2026
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