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	param	t-stat
$ω$	0.0235	6.54
$α$	0.0206	4.74
$β$	0.9794	496.14
$γ$	0.6739	9.30
$δ$	1.4816	12.09

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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