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	param	t-stat
$ω$	0.0246	8.82
$α$	0.0198	4.22
$β$	0.9254	276.24
$γ$	0.0849	7.45

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John Hancock Multifactor Materials ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Materials ETF Analyses