Question: You are asked to build a multivariate time series model to forecast the daily stock returns of Tech Mahindra. Identify five time series variables which

You are asked to build a multivariate time series model to

You are asked to build a multivariate time series model to forecast the daily stock returns of Tech Mahindra. Identify five time series variables which according to you can play an important role in determining the returns theoretically. Corresponding to each of the variables, mention the reason behind your selection in 1-2 lines. Your answer needs to be crisp and to the point. Lengthy paragraphs will be penalized

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