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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0755	6.26***
α ARCH Response to squared shocks	0.0904	7.38***
β GARCH Volatility persistence	0.8789	61.98***

γ₁	-0.0260	-2.08**
γ₂	0.0667	3.44***
γ₃	-0.0886	-4.25***

V-Lab

Invesco MSCI Sustainable Future ETF Fund Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco MSCI Sustainable Future ETF Fund Analyses