Question: Using the G B M Model, forecast the values o f K L C l for the weeks April 2 n d , 2 0
Using the Model, forecast the values for the weeks April
until Oct The formula
exp
Plot the index values given the market and the forecasted
value together with its Confidence Interval. The confidence
interval can computed using the formula Forecasted Price expStandard Deviationr,
Using the formula compute the Market Price Risk for
plot
Define the Market Price Risk and comment the Market Price
Risk for
Please write programming code Excel operation please
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