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	param	t-stat
$m$	31
$α$	0.0170	3.55
$β$	0.7761	78.94
$γ$	0.1963	21.36
$λ_{1}$	0.0518	1.74
$λ_{2}$	0.1479	6.76
$λ_{3}$	0.8319	31.46

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Invesco PureBeta MSCI USA Small Cap ETF MF2-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