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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0501	23.93***
α ARCH Response to squared shocks	0.1696	45.71***
β GARCH Volatility persistence	0.8139	204.80***
γ leverage Additional response to negative shocks	0.2475	17.93***
δ power Transformation power	0.9921	10.07***

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Invesco MSCI Sustainable Future ETF Fund Asy. Power MEM Volatility Analysis

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