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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0281	22.16***
α ARCH Response to squared shocks	0.0804	26.72***
β GARCH Volatility persistence	0.9158	344.03***
γ leverage Additional response to negative shocks	0.4702	12.75***
δ power Transformation power	1.2329	28.05***

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Invesco MSCI Sustainable Future ETF Fund APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco MSCI Sustainable Future ETF Fund Analyses