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	param	t-stat
$ω$	-0.0219	-3.01
$α$	0.0584	8.71
$β$	0.9046	105.49
$γ$	0.9604	9.53

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John Hancock Multifactor Consumer Staples ETF AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Consumer Staples ETF Analyses