John Hancock Multifactor Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.01% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6730 | 8.32 | |
| 0.1107 | 15.90 | |
| 0.9682 | 233.24 | |
| 8.4594 | 3.15 |
Estimation Period:
Nov 9, 2017 to Feb 13, 2026
Nov 9, 2017 to Feb 13, 2026
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