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	param	t-stat
$ω$	1.5072	4.06
$α$	0.1574	3.68
$β$	0.7770	16.22
$γ_{1}$	0.0637	2.15

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Invesco PureBeta MSCI USA Small Cap ETF Zero Slope Spline-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