John Hancock Multi-Factor Technology ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 10.14 | |
| 0.0374 | 2.60 | |
| 0.8537 | 85.78 | |
| 0.1560 | 9.24 |
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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