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	param	t-stat
$ω$	0.1363	19.67
$α$	0.0884	25.38
$β$	0.9086	519.19
$γ$	-0.0020	-0.31

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Henry Hub Natural Gas GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henry Hub Natural Gas Analyses