Top Posters
Since Sunday
22
22
19
18
18
17
17
16
16
16
16
16
New Topic  
wrote...
Posts: 705
Rep: 2 0
2 years ago
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%
Textbook 
Derivatives Markets
Edition: 3rd
Author:
Read 35 times
1 Reply
Replies
Answer verified by a subject expert
wrote...
Posts: 471
2 years ago
Sign in or Sign up in seconds to unlock everything.
D
1
Related Topics
New Topic      
Explore
Post your homework questions and get free online help from our incredible volunteers.
Learn More
Improve Grades
Help Others
Save Time
Accessible 24/7
  106 People Browsing
Your Opinion
Who's your favorite biologist?
Votes: 42

Previous poll results: Do you believe in global warming?
Related Images
 620
 72
 38