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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0294	18.56***
α ARCH Response to squared shocks	0.0895	31.86***
β GARCH Volatility persistence	0.8988	326.95***

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Invesco MSCI Sustainable Future ETF Fund GARCH Volatility Analysis

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News Impact Curve

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