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	param	t-stat
$ω$	0.9913	2.92
$α$	0.0877	4.55
$β$	0.9013	40.10
$γ_{1}$	-0.0053	-0.34

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John Hancock Multifactor Materials ETF Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Materials ETF Analyses