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	param	t-stat
$ω$	0.0270	12.85
$α$	0.0280	5.32
$β$	0.9699	278.07
$γ$	1.0000	5.13
$δ$	1.0218	14.98

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CEB Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CEB Inc Analyses