John Hancock DYN Muni BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.68% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 4.14 | |
| 0.1756 | 2.82 | |
| 0.8494 | 35.31 | |
| -0.1544 | -2.58 |
Estimation Period:
Nov 3, 2023 to Feb 13, 2026
Nov 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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