John Hancock Multifactor Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.64% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6354 | 7.48 | |
| 0.1375 | 6.01 | |
| 0.8145 | 31.42 | |
| -0.0132 | -3.78 |
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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