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	param	t-stat
$ω$	1.0881	4.76
$α$	0.0896	3.16
$β$	0.8544	22.63
$γ_{1}$	0.1324	1.73
$γ_{2}$	-0.1634	-1.71

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John Hancock Multifactor Utilities ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Utilities ETF Analyses