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	param	t-stat
$ω$	0.0327	6.47
$α$	0.0309	8.93
$β$	0.9289	221.17
$γ$	0.0697	5.48

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John Hancock Multifactor Energy ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Energy ETF Analyses