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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9178	12.72***
α ARCH Response to squared shocks	0.3814	8.76***
β GARCH Volatility persistence	0.3238	7.23***
γ leverage Additional response to negative shocks	-0.2037	-5.03***

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Ventia Services Group Pty Ltd EGARCH Volatility Analysis

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News Impact Curve

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