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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	1.75*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8158	16.39***
γ leverage Additional response to negative shocks	0.0641	0.00
δ power Transformation power	2.5444	4.21***

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Ventia Services Group Pty Ltd APARCH Volatility Analysis

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