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	5.0000	10.55***
α ARCH Response to squared shocks	0.0957	6.56***
β GARCH Volatility persistence	0.7082	29.77***
γ leverage Additional response to negative shocks	0.0514	2.03**

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