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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6177	2.79***
α ARCH Response to squared shocks	0.0303	4.30***
β GARCH Volatility persistence	0.9709	128.81***
ν DF Student-t tail thickness	6.9700	0.32

V-Lab

Horizon Kinetics JPN QWN OPR GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses