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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6009	14.54***
α ARCH Response to squared shocks	0.0104	1.43
β GARCH Volatility persistence	0.1536	3.22***
γ leverage Additional response to negative shocks	0.3766	2.53**

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Ventia Services Group Pty Ltd GJR-GARCH Volatility Analysis

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