Solved: Suppose that the current estimate of the volatility is 16, Finance Basics

+44 141 628 6080
[email protected]

Suppose that the current estimate of the volatility is 16

Suppose the long run variance rate in a GARCH(1,1) model is 0.0002 so that the long-run volatility per day is 1.4%.

σ²_n=0.00092+0.13u²_t-1+0.86σ²_n-1

Suppose that the current estimate of the volatility is 1.6% per day and the most recent percentage change in the market variable is 1%.What is the new variance estimate?

Solution Preview :

Prepared by a verified Expert

Finance Basics: Suppose that the current estimate of the volatility is 16

Reference No:- TGS01400073

Now Priced at $10 (50% Discount)

Recommended (91%)

Rated (4.3/5)

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Asked Questions

Which task should nurse delegate to licensed practical nurse

A nurse in a long-term care facility is planning care for several clients. Which task should the nurse delegate to the licensed practical nurse (LPN)?

Patient taking atenolol for high blood pressure

A 53 year old patient presents to the dental office. His blood pressure is 140/85. He is taking atenolol for high blood pressure

Determine which client should the nurse assess first

Question: A nurse is caring for a group of clients. After receiving bedside shift report, which client should the nurse assess first?

Diuscuss health issues people facing in their communities

Consider the following health issues people are facing in their communities including food nutrition accesssibility, lack of healthcare facilities

Patient have crushing wounds of chest, abdomen, and legs

Assignment Task: A client arrives in the emergency department with multiple crushing wounds of the chest, abdomen, and legs.

Discuss system thinking tools nursing leaders can apply

explain how systems thinking helps leaders to build strong interprofessional and organizational relationships.

Case history interview for adult referred for hearing loss

When developing a case history interview for an adult referred for acquired hearing loss, which items below would be ideal to include

Solution Preview :

Prepared by a verified Expert

Finance Basics: Suppose that the current estimate of the volatility is 16

Reference No:- TGS01400073

Have a Question? (oR Write a Review)

Recent Questions Asked Finance Basics

Q : One of the key issues in valuation is whether to value just

Q : Retrieve the names of students who have enrolled in a

Q : A corporation sold x units of product for y each and has m

Q : 1 examine the various steps of a research design and

Q : Suppose that the current estimate of the volatility is 16

Q : List the names of employees who work on every

Q : Would you offer the dealer a plea bargain if so what would

Q : Rewrite the domain relational calculus

Q : What is the effect of having a smaller number of join