This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of normal distributions (SMN). https://www.roneverhart.com/Turbosound-TS-18SW700-8A-18-Low-Frequency-Loudspeaker-p31480/