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Title: A stock has a historical volatility of 39%. The data shows significantly increased volatility in ... Post by: elf_fu on Jul 6, 2017 A stock has a historical volatility of 39%. The data shows significantly increased volatility in recent data and significantly lower volatility in older data. The implied estimate of the unconditional volatility using the GARCH model is most likely to be which of the following?
A) 12% B) 25% C) 45% D) 85% Title: Re: A stock has a historical volatility of 39%. The data shows significantly increased volatility in ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
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