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	param	t-stat
$ω$	1.0434	5.72
$α$	0.1546	5.95
$β$	0.8113	27.75
$γ_{1}$	0.0028	0.73

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iPath Shiller CAPE ETN Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iPath Shiller CAPE ETN Analyses