John Hancock Multifactor Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0575 | 4.14 | |
| 0.1124 | 16.65 | |
| 0.9433 | 59.38 | |
| 3.1051 | 10.75 |
Estimation Period:
Apr 5, 2016 to Oct 21, 2022
Apr 5, 2016 to Oct 21, 2022
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