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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2513	20.79***
α ARCH Response to squared shocks	0.2315	6.90***
β GARCH Volatility persistence	0.1789	5.31***
γ leverage Additional response to negative shocks	0.8039	7.72***

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Ventia Services Group Pty Ltd AGARCH Volatility Analysis

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