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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0744	20.15***
α ARCH Response to squared shocks	0.0929	18.00***
β GARCH Volatility persistence	0.8960	315.38***
γ leverage Additional response to negative shocks	0.0027	0.34

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NY Harbor ULSD Heating Oil GJR-GARCH Volatility Analysis

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