Question: 5. Use the rolling window method to filter conditional volatility. Present and interpret descriptive statistics of conditional volatility for the whole sample period, along with

5. Use the rolling window method to filter conditional volatility. Present and interpret descriptive statistics of conditional volatility for the whole sample period, along with high and low- sentiment periods. (20marks)

Requirement:

Filter conditional volatility
Present and interpret descriptive statistics of conditional volatility for the three periods.

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