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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9794	3.70***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9375	3.82***

γ₁	3.8299	2.03**
γ₂	-5.5030	-2.50**

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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