John Hancock DYN Muni BD ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.32% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0646 | -4.20 | |
| 0.1522 | 6.02 | |
| 0.9682 | 108.64 | |
| 0.0327 | 1.55 |
Estimation Period:
Nov 3, 2023 to Feb 6, 2026
Nov 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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