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	param	t-stat
$ω$	-0.0065	-1.46
$α$	0.1335	19.43
$β$	0.8181	115.95
$γ$	0.6862	19.25

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iPath Shiller CAPE ETN AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Shiller CAPE ETN Analyses