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	param	t-stat
$ω$	-0.0018	-0.39
$α$	0.3840	8.31
$β$	0.8629	62.45
$γ$	-0.0957	-3.22

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ClearBridge Focus Value ESG ETF EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ClearBridge Focus Value ESG ETF Analyses