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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0020	-0.03
α ARCH Response to squared shocks	-0.1654	-2.41**
β GARCH Volatility persistence	0.9776	504.42***
γ leverage Additional response to negative shocks	-0.0582	-0.34

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Horizon Kinetics JPN QWN OPR EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses