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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0146	5.61***
α ARCH Response to squared shocks	0.1533	31.34***
β GARCH Volatility persistence	0.9825	846.24***
γ leverage Additional response to negative shocks	-0.0709	-15.13***

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Invesco MSCI Sustainable Future ETF Fund EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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