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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1352	19.71***
α ARCH Response to squared shocks	0.0871	40.36***
β GARCH Volatility persistence	0.9088	521.12***

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Henry Hub Natural Gas GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henry Hub Natural Gas Analyses