John Hancock DYN Muni BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.85% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2224 | 6.03 | |
| 0.0753 | 24.24 | |
| 0.9954 | 1,132.46 | |
| 4.5008 | 7.57 |
Estimation Period:
Nov 3, 2023 to Feb 13, 2026
Nov 3, 2023 to Feb 13, 2026
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