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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5929	14.83***
α ARCH Response to squared shocks	0.0128	1.70*
β GARCH Volatility persistence	0.1529	3.29***
γ leverage Additional response to negative shocks	0.3868	2.55**

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Ventia Services Group Pty Ltd GJR-GARCH Volatility Analysis

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