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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5884	14.80***
α ARCH Response to squared shocks	0.0129	1.71*
β GARCH Volatility persistence	0.1541	3.31***
γ leverage Additional response to negative shocks	0.3885	2.56**

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Ventia Services Group Pty Ltd GJR-GARCH Volatility Analysis

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