John Hancock Multi-Factor Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.14% (+5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0095 | 2.90 | |
| 0.8384 | 175.44 | |
| 0.2099 | 32.93 | |
| 0.1040 | 13.68 | |
| 0.9435 | 59.47 | |
| 0.0000 | 0.00 |
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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