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	param	t-stat
$ω$	0.0272	10.86
$α$	0.0722	14.27
$β$	0.9278	208.68
$γ$	0.2245	3.71
$δ$	0.5000	8.50

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QAD Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other QAD Inc Analyses