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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0306	13.58***
α ARCH Response to squared shocks	0.0267	8.42***
β GARCH Volatility persistence	0.9136	371.38***
γ leverage Additional response to negative shocks	0.0891	14.02***

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Invesco MSCI Sustainable Future ETF Fund GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco MSCI Sustainable Future ETF Fund Analyses