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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0436	4.10***
α ARCH Response to squared shocks	0.0381	5.92***
β GARCH Volatility persistence	0.9342	85.52***

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Horizon Kinetics JPN QWN OPR GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses