John Hancock Multi-Factor Technology ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 2.18 | |
| 0.1297 | 10.78 | |
| 0.8377 | 68.35 | |
| 0.6230 | 5.01 |
Estimation Period:
Sep 30, 2015 to Oct 21, 2022
Sep 30, 2015 to Oct 21, 2022
News Impact Curve
Volatility Forecasts
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