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	param	t-stat
$ω$	0.0680	14.69
$α$	0.0349	6.43
$β$	0.8276	135.69
$γ$	0.2170	15.32

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John Hancock Multi-Factor Financials ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multi-Factor Financials ETF Analyses