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	param	t-stat
$ω$	0.0396	10.21
$α$	0.0296	3.55
$β$	0.8650	132.78
$γ$	0.1596	10.58

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John Hancock Multi-Factor Consumer Discretionary ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multi-Factor Consumer Discretionary ETF Analyses