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	param	t-stat
$ω$	0.0373	15.65
$α$	0.0327	3.25
$β$	0.8195	104.09
$γ$	0.2406	14.85

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iPath Shiller CAPE ETN GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Shiller CAPE ETN Analyses