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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9670	3.66***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9381	3.73***

γ₁	3.5597	1.95*
γ₂	-5.1600	-2.43**

V-Lab

Horizon Kinetics JPN QWN OPR Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses