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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0176	4.19***
α ARCH Response to squared shocks	0.0839	33.29***
β GARCH Volatility persistence	0.8982	349.64***
γ leverage Additional response to negative shocks	0.5409	11.36***

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Invesco MSCI Sustainable Future ETF Fund AGARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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