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	param	t-stat
$m$	21
$α$	1.0000	9,999,900.00
$β$	0.0294	294,220.00
$γ$	-0.0588	-588,240.00
$λ_{1}$	0.1991	8.44
$λ_{2}$	0.8823	16.55
$λ_{3}$	0.0000	0.00

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Xtrackers Bloomberg US Investment Grade Corporate ESG ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Xtrackers Bloomberg US Investment Grade Corporate ESG ETF Analyses