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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1111	2.69***
α ARCH Response to squared shocks	0.1041	4.48***
β GARCH Volatility persistence	0.8184	28.25***

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Horizon Kinetics JPN QWN OPR MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses