Question: Use the daily data for IBM below: RIBM is the log return of ibm adjusted closing prices. What is the annualized volatility of IBM? rot_bm

Use the daily data for IBM below: RIBM is the log return of ibm adjusted closing prices. What is the annualized volatility of IBM?

rot_bm = difilog (prico_jbmi) Box-Ljang test data. ret ibm Bax-Ljung test data: ret lom A2 X-squared =39.655 18.2% 288.9% 1.1% 4.7% rot_bm = difilog (prico_jbmi) Box-Ljang test data. ret ibm Bax-Ljung test data: ret lom A2 X-squared =39.655 18.2% 288.9% 1.1% 4.7%

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