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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0735	28.26***
α ARCH Response to squared shocks	0.1159	21.70***
β GARCH Volatility persistence	0.7832	204.06***
γ leverage Additional response to negative shocks	0.1387	11.59***

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Invesco MSCI Sustainable Future ETF Fund Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco MSCI Sustainable Future ETF Fund Analyses