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	param	t-stat
$m$	86
$α$	0.0000	0.00
$β$	0.8938	142.08
$γ$	0.1395	19.46
$λ_{1}$	0.1085	1.57
$λ_{2}$	0.3091	1.58
$λ_{3}$	0.6467	2.84

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John Hancock Multifactor Materials ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Materials ETF Analyses