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	param	t-stat
$ω$	1.0480	3.42
$α$	0.0855	4.07
$β$	0.8958	35.83
$γ_{1}$	0.0745	1.36

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John Hancock Multifactor Materials ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Materials ETF Analyses