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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1357	19.64***
α ARCH Response to squared shocks	0.0879	25.42***
β GARCH Volatility persistence	0.9090	520.59***
γ leverage Additional response to negative shocks	-0.0020	-0.32

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Henry Hub Natural Gas GJR-GARCH Volatility Analysis

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