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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1292	21.81***
α ARCH Response to squared shocks	0.0804	50.91***
β GARCH Volatility persistence	0.9081	573.64***
γ leverage Additional response to negative shocks	-0.3843	-9.68***

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S&P GSCI Natural Gas Index AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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