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	param	t-stat
$ω$	0.0044	1.10
$α$	0.2196	13.37
$β$	0.9517	295.20
$γ$	-0.1677	-17.17

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iPath Shiller CAPE ETN EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Shiller CAPE ETN Analyses