John Hancock Multifactor Small Cap ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.79% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 18.90 | |
| 0.0878 | 23.27 | |
| 0.9069 | 224.31 | |
| 0.8013 | 20.40 | |
| 0.8872 | 20.37 |
Estimation Period:
Nov 9, 2017 to Feb 6, 2026
Nov 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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