Campos-Martins, SusanaAmado, Cristina2026-03-232026-03-232026-05-01Campos-Martins, S., & Amado, C. (2026). Corrigendum to ‘Modelling time-varying volatility interactions’ (International Review of Financial Analysis, (2026), 111, C, (105098), (S1057521926000256), 10.1016/j.irfa.2026.105098). International Review of Financial Analysis, 113, Article 105147. https://doi.org/10.1016/j.irfa.2026.1051471057-5219b0644d5a-d0da-4045-9bcb-35de21da6648http://hdl.handle.net/10400.14/57414The 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.engletter10.1016/j.irfa.2026.105147105031936452