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	param	t-stat
$m$	111
$α$	0.0197	4.61
$β$	0.8898	144.34
$γ$	0.1016	11.84
$λ_{1}$	0.2694	0.15
$λ_{2}$	0.8153	0.15
$λ_{3}$	0.1847	0.03

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John Hancock Multifactor Energy ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Energy ETF Analyses