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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0873	13.09***
α ARCH Response to squared shocks	0.2269	32.60***
β GARCH Volatility persistence	0.7400	152.69***

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Invesco MSCI Sustainable Future ETF Fund MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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