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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1490	5.91***
α ARCH Response to squared shocks	0.0911	7.64***
β GARCH Volatility persistence	0.8841	67.46***

γ₁	-0.0155	-1.17
γ₂	0.0408	2.15**
γ₃	-0.0367	-3.93***

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Invesco MSCI Sustainable Future ETF Fund Zero Slope Spline-GARCH Volatility Analysis

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