John Hancock DYN Muni BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.44% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0231 | 3.15 | |
| 0.0749 | 1.70 | |
| 0.5868 | 2.64 | |
| 24.2292 | 1.62 | |
| -39.2210 | -1.54 | |
| 27.6560 | 1.64 | |
| -24.9185 | -2.48 | |
| 18.3618 | 2.61 | |
| -3.2813 | -0.38 |
Estimation Period:
Nov 3, 2023 to Feb 6, 2026
Nov 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other John Hancock DYN Muni BD ETF Analyses
Other Spline-GARCH Analyses on ETFs