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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.4951	6.48***
α ARCH Response to squared shocks	0.0636	37.09***
β GARCH Volatility persistence	0.9915	862.96***
ν DF Student-t tail thickness	6.4891	7.94***

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Henry Hub Natural Gas GAS-GARCH Student T Volatility Analysis

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