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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1360	19.66***
α ARCH Response to squared shocks	0.0880	25.38***
β GARCH Volatility persistence	0.9087	518.94***
γ leverage Additional response to negative shocks	-0.0016	-0.25

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Henry Hub Natural Gas GJR-GARCH Volatility Analysis

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