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	param	t-stat
$ω$	0.0638	12.70
$α$	0.0620	2.94
$β$	0.8277	69.37
$γ$	0.1506	5.63

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John Hancock Multifactor Media and Communications ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Media and Communications ETF Analyses