Corrigendum to ‘Modelling time-varying volatility interactions’ (International Review of Financial Analysis, (2026), 111, C, (105098), (S1057521926000256), 10.1016/j.irfa.2026.105098)

The authors regret that in Eq. (7) the nonstationary component gt was incorrectly written asgt=ω∗+∑r=1qAr∗εt−r2+∑s=1pBs∗ht−sGt/T. The correct expression isgt=Gt/Tω∗+∑r=1qAr∗εt−r2+∑s=1pBs∗ht−s. This was a typographical error in the order of matrix-vector multiplication. This correction does not affect the results or conclusions of the paper. The authors would like to apologise for any inconvenience caused.