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	param	t-stat
$m$	76
$α$	0.0605	10.07
$β$	0.7799	105.81
$γ$	0.2257	21.25
$λ_{1}$	0.0010	0.98
$λ_{2}$	0.0097	5.63
$λ_{3}$	0.9903	471.80

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John Hancock Multi-Factor Financials ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multi-Factor Financials ETF Analyses