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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2455	5.03***
α ARCH Response to squared shocks	0.0285	2.59***
β GARCH Volatility persistence	0.9516	187.88***
γ leverage Additional response to negative shocks	-0.0284	-2.28**

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Ventia Services Group Pty Ltd Asy. MEM Volatility Analysis

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