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	param	t-stat
$ω$	0.2162	4.95
$α$	0.0173	1.46
$β$	0.8135	56.83
$γ$	0.1862	4.82

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Invesco PureBeta MSCI USA Small Cap ETF GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Invesco PureBeta MSCI USA Small Cap ETF Analyses