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	param	t-stat
$ω$	0.7317	4.40
$α$	0.1533	4.94
$β$	0.8100	24.28
$γ_{1}$	-0.0488	-1.45

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John Hancock Multifactor Media and Communications ETF Zero Slope Spline-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