John Hancock Multifactor Small Cap ETF Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:22.63% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1495 | 21.71 | |
| 0.3038 | 17.13 | |
| 0.6080 | 77.34 | |
| 0.0433 | 1.47 |
Estimation Period:
Nov 9, 2017 to Feb 13, 2026
Nov 9, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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