John Hancock Multifactor Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.84% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5844 | 6.14 | |
| 0.1384 | 5.95 | |
| 0.8090 | 29.89 | |
| -0.0262 | -1.70 |
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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