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	param	t-stat
$m$	101
$α$	0.0222	3.35
$β$	0.8423	141.80
$γ$	0.1731	24.84
$λ_{1}$	0.0908	1.30
$λ_{2}$	0.9337	1.65
$λ_{3}$	0.0663	0.12

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John Hancock Multi-Factor Consumer Discretionary ETF MF2-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