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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9930	5.54***
α ARCH Response to squared shocks	0.0829	2.03**
β GARCH Volatility persistence	0.8660	16.00***

V-Lab

John Hancock FD ALL C C ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other John Hancock FD ALL C C ETF Analyses