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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0346	14.95***
α ARCH Response to squared shocks	0.0435	17.50***
β GARCH Volatility persistence	0.9109	423.07***
γ leverage Additional response to negative shocks	0.0559	8.87***

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NiSource Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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