John Hancock Multi-Factor Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.19% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1579 | 5.41 | |
| 0.1553 | 6.30 | |
| 0.7906 | 26.84 | |
| 0.1835 | 3.59 | |
| -0.2499 | -3.43 | |
| 0.0731 | 1.96 |
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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