John Hancock Multi-Factor Technology ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 6.79 | |
| 0.1645 | 11.43 | |
| 0.9606 | 332.96 | |
| -0.1207 | -9.84 |
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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