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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1375	19.98***
α ARCH Response to squared shocks	0.0889	40.44***
β GARCH Volatility persistence	0.9069	517.95***
γ leverage Additional response to negative shocks	0.0258	0.34

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Henry Hub Natural Gas AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henry Hub Natural Gas Analyses