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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2298	6.48***
α ARCH Response to squared shocks	0.0585	5.74***
β GARCH Volatility persistence	0.7870	29.54***
γ leverage Additional response to negative shocks	0.2329	1.06

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Horizon Kinetics JPN QWN OPR AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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