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	param	t-stat
$ω$	1.4959	4.78
$α$	0.1722	2.66
$β$	0.5303	3.94
$γ_{1}$	1.0937	2.91
$γ_{2}$	-1.9528	-3.54
$γ_{3}$	1.6181	4.25

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ClearBridge Focus Value ESG ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ClearBridge Focus Value ESG ETF Analyses