S&P / ASX 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5223	18.22***
α ARCH Response to squared shocks	0.2536	5.82***
β GARCH Volatility persistence	0.1260	3.17***

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Ventia Services Group Pty Ltd GARCH Volatility Analysis

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