Validation Token on WebHook subscription

I am attempting to subscribe to push notifications. When I send the request I am receiving the error code 'SUB-520' with description 'Validation Token is not returned'. I can't find anything in the API documentation about this whatsoever. I see the request come in to my server with a custom HTTP header called VALIDATION_TOKEN. I tried many ways to reply to this, but nothing I have tried works. What am I missing?