John Hancock Multi-Factor Mid Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.18% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 15.10 | |
| 0.0333 | 7.15 | |
| 0.8514 | 177.66 | |
| 0.1893 | 16.69 |
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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