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{type} for {date}

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	param	t-stat
$ω$	2.6722	2.00
$α$	0.1415	3.44
$β$	0.6746	8.29
$γ_{1}$	4.3343	2.20
$γ_{2}$	-5.1870	-1.87
$γ_{3}$	0.3150	0.18
$γ_{4}$	2.2851	1.87
$γ_{5}$	-3.9951	-3.64
$γ_{6}$	4.7644	3.33
$γ_{7}$	-4.5992	-1.97

V-Lab

John Hancock Multifactor Consumer Staples ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Hancock Multifactor Consumer Staples ETF Analyses