Question: 1. (30) Consider the quarterly sales data:data1 = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55,25}.Forecast the volatility
1. (30) Consider the quarterly sales data:data1 = {10, 31, 43, 16, 11, 33, 45, 17, 14, 46, 50, 21, 19, 41, 55,25}.Forecast the volatility for the next quarter a) using EWMA with= 0:9N b) using GARCH(1,1) with! Omega = 0:000002 , Alpha = 0:04 and Beta = 0 N = 8
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
