John Hancock Multi-Factor Technology ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0443 | 4.53 | |
| 0.1336 | 5.14 | |
| 0.8225 | 23.79 | |
| 0.1114 | 2.05 | |
| -0.1535 | -2.28 |
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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