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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0378	27.24***
α ARCH Response to squared shocks	0.1276	38.66***
β GARCH Volatility persistence	0.8282	329.85***
γ leverage Additional response to negative shocks	0.0528	8.15***

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NiSource Inc Asy. MEM Volatility Analysis

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