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	param	t-stat
$ω$	1.1633	5.20
$α$	0.1713	5.44
$β$	0.7656	19.98
$γ_{1}$	0.0745	3.07

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

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multi-Factor Financials ETF Analyses