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	param	t-stat
$ω$	0.1028	7.71
$α$	0.0731	2.97
$β$	0.7701	38.95
$γ$	0.0832	2.07

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John Hancock Multifactor Consumer Staples ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Consumer Staples ETF Analyses