suppose error term v_t follows Normal(0, V_t) here variance is changing along the time.(adsbygoogle = window.adsbygoogle || []).push({});

Now suppose constant variance of v_t, then v_t ~ N(0, V), but if V is unknown, then V~IG(n/2,d/2)

What is the difference between variance of v_t being constant and variance of v_t being unknown?

Or a better way to state my claim?

Thanks

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# A constant could have a distribution?

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