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	param	t-stat
$ω$	0.9276	2.39
$α$	0.0861	2.66
$β$	0.9008	28.68
$γ_{1}$	0.0507	0.92

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John Hancock Multifactor Energy ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Energy ETF Analyses