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	param	t-stat
$ω$	1.0428	5.50
$α$	0.0899	3.07
$β$	0.8535	22.05
$γ_{1}$	0.0767	2.31

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John Hancock Multifactor Utilities ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Utilities ETF Analyses