John Hancock Multi-Factor Technology ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.7978 | 89.59 | |
| 0.2174 | 27.20 | |
| 0.0995 | 1.55 | |
| 0.3029 | 6.58 | |
| 0.6574 | 8.38 |
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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