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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0569	3.90***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9358	3.73***

γ₁	5.9845	2.48**
γ₂	-11.1053	-2.37**

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Horizon Kinetics JPN QWN OPR Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Horizon Kinetics JPN QWN OPR Analyses