John Hancock Multifactor Consumer Staples ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 22.42 | |
| 0.0169 | 168,540.00 | |
| -0.0337 | -0.38 | |
| 1.1194 | 0.00 |
Estimation Period:
Apr 5, 2016 to Oct 21, 2022
Apr 5, 2016 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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