John Hancock Multi-Factor Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.80% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9899 | 4.84 | |
| 0.1621 | 6.51 | |
| 0.7901 | 28.25 | |
| 0.0674 | 2.40 | |
| -0.1260 | -2.44 |
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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