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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1542	3.05***
α ARCH Response to squared shocks	0.0097	0.00
β GARCH Volatility persistence	0.9564	146.23***
γ leverage Additional response to negative shocks	-1.0000	0.00
δ power Transformation power	1.6687	8.20***

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Ventia Services Group Pty Ltd Asy. Power MEM Volatility Analysis

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