S&P / ASX 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6074	11.88***
α ARCH Response to squared shocks	0.1155	9.96***
β GARCH Volatility persistence	0.8376	104.12***
γ leverage Additional response to negative shocks	0.0027	0.12

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