John Hancock Multi-Factor Technology ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3844 | 5.04 | |
| 0.1101 | 24.83 | |
| 0.9813 | 228.63 | |
| 5.7220 | 7.37 |
Estimation Period:
Sep 30, 2015 to Oct 21, 2022
Sep 30, 2015 to Oct 21, 2022
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