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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.3819	6.49***
α ARCH Response to squared shocks	0.0637	37.12***
β GARCH Volatility persistence	0.9915	861.44***
ν DF Student-t tail thickness	6.5005	7.91***

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Henry Hub Natural Gas GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henry Hub Natural Gas Analyses